From Data to Financial Decision: Development and Implementation of a Credit Risk Scoring Model in the Moroccan Context

Abstract: At the dawn of a silent revolution in the prudential management of banking risks in Morocco, this report aims to examine the various international advances in prudential standards and their transposition to the Moroccan context, more specifically in terms of credit risk management. Using raw, real, but non-nominative data, we work together to build a scoring model to assess the credit risk of Moroccan companies. The ultimate goal is to understand how credit risk management forms the basis for effective decision-making, as well as the methodological approach to building a credit scoring model that combines theoretical rigor with the evolution of a rapidly changing regulatory environment.

Keywords: Credit Risk, Credit Scoring Model, Probability of Default, Basel Committee, Bank Al-Maghrib, Logistic Regression, Regulatory Framework