Identification of the Productive Potential of Customers in a Commercial Bank Portfolio: Calculation of the Customer Lifetime Value using Statistical Learning Method

The high temporal variability in the productivity of portfolio calls into question the approach to monitoring customer relationship at Afriland First Bank Cameroon. The Customer Lifetime Value, calculated based on the specific consumption habits of corporate clients in the portfolio over the period from January 1, 2016 to December 31, 2018, makes it possible to determine the individual productive potential of that customer. The calculation of the transition probabilities by Markov chains between productivity levels over time shows that customers from the least productive segments have a very good probability of migrating to high productivity segments. The combination of the productivities of the segments with the probabilities of migration between the productivity levels shows that the highest Customer Lifetime Value segment is 87, 019, 958 CFA francs per year for the group of high productivity, and 1, 451, 828 CFA francs for the low productivity group.