Credit Scoring Toolkit Theory and Practice for Retail Credit Risk Management and Decision Automation

Name: Credit Scoring Toolkit Theory and Practice for Retail Credit Risk Management and Decision Automation
Price: 51.65 USD
Availability: InStock
ISBN: 9780199226405

ISBN-10: 0199226407

ISBN-13: 9780199226405

Edition: 2007

Authors: Raymond Anderson

List price: $210.00

30 day, 100% satisfaction guarantee!

Marketplace

2 new & used from $51.65

what's this?

Rush Rewards U
Members Receive:

You have reached 400 XP and carrot coins. That is the daily max!

Credit scoring aims to quantify the likelihood of a prospective borrower defaulting on payment over a specified period of time. The credit score is calculated using increasingly sophisticated statistical models, which vary considerably between individual cases. This clearly-written and comprehensive text covers the scorecard development process and provides a practical how-to guide for those wanting to use and develop credit scoring techniques.Assuming little prior knowledge, the text includes the relevant statistical and mathematical tools, numerous real-life examples, and discussion of the credit risk management cycle and the importance of credit scoring in business and regulatory…

Book details

List price: $210.00
Copyright year: 2007
Publisher: Oxford University Press, Incorporated
Publication date: 10/18/2007
Binding: Hardcover
Pages: 784
Size: 7.44" wide x 9.69" long x 2.01" tall
Weight: 3.696
Language: English



Preface



Setting the scene



Credit scoring and the business



Credit micro-histories



The mechanics of credit scoring



Risky business



The theory of risk



Decision science



Assessing enterprise risk



Stats and Maths



Predictive statistics 101



Measures of separation/divergence



Odds and ends



Data!



Data considerations and design



Data sources



Scoring structure



Information sharing



Data preparation



Scorecard development



Transformation



Characteristic selection



Segmentation



Reject inference



Scorecard calibration



Validation



Development management issues



Implementation and use



Implementation



Overrides, referrals, and controls



Monitoring



Finance






Marketing



Application processing



Account management



Collection and recoveries



Fraud



Regulatory environment



Regulatory concepts



Data privacy and protection



Anti-discrimination



Fair lending



Capital adequacy



Know your customer (KYC)



National differences



Reference materials



Glossary / Dictionary



Bibliography



Appendices


Index