| Description |
1 online resource (899 pages) : illustrations |
| Contents |
Credit intelligence -- Predictive modelling overview -- Retail credit -- Business credit -- Side histories -- Credit - A Microhistory -- The birth of modern credit intelligence -- The dawn of credit scoring -- Front-door -- Back-door -- Stats & maths & unicorns -- Borrowed measures -- Practical application -- Predictive modelling techniques -- Project management -- Data acquisition - Observation -- Data acquisition - Performance -- Target definition -- File assembly -- Sample selection -- Data transformation -- Segmentation -- Reject-Inference -- Model training -- Scaling and banding -- Finalization |
| Summary |
Credit Intelligence and Modelling provides an indispensable explanation of the statistical models and methods used when assessing credit risk and automating decisions.Over eight modules, the book covers consumer and business lending in both the developed and developing worlds, providing the frameworks for both theory and practice. It first explores an introduction to credit risk assessment and predictive modelling, micro-histories of credit and credit scoring, as well as the processes used throughout the credit risk management cycle. Mathematical and statistical tools used to develop and assess predictive models are then considered, in addition to projectmanagement and data assembly, data preparation from sampling to reject inference, and finally model training through to implementation.Although the focus is credit risk, especially in the retail consumer and small-business segments, many concepts are common across disciplines, whether for academic research or practical use. The book assumes little prior knowledge, thus making it an indispensable desktop reference for students and practitioners alike.Credit Intelligence and Modelling expands on the success of The Credit Scoring Toolkit to cover credit rating and intelligence agencies, and the data and tools used as part of the process |
| Notes |
First published in August 2019 by Rayan Risk Analytics, Inc |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Description based on online resource; title from home page (Oxford Scholarship Online, viewed November 11, 2022) |
| Subject |
Credit analysis.
|
|
Credit scoring systems.
|
|
Credit analysis.
|
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Credit scoring systems.
|
| Form |
Electronic book
|
| ISBN |
9780192658159 |
|
0192658158 |
|
