Optimization of Credit Limit Increase: Altair’s Prescriptive Analytics Solution

Credit card companies can increase their revenue from interest charges and transaction merchant fees by offering their customers higher credit limits to allow them to make transactions of higher values and carry higher monthly balances. In this presentation, we show how Altair developed a method for optimizing credit limit increase to maximize the provider revenue while reducing the risk and complying with the constraint on the reserve capital requirement.

Presented by Dr. Mamdouh Refaat, Chief Data Scientist at Altair