Covers: Am Implementing an application scoring system Am Behavior modeling to manage your portfolio Am Incorporating economic factors Am Statistical techniques for choosing the optimal credit risk model Am How to set cutoffs and override rules Am Modeling for the sub-prime market Am How to evaluate and monitor credit risk models This is an indispensable guide for credit professionals and risk managers who want to understand and implement modeling techniques for increased profitability. In this one-of-a-kind text, experts in credit risk provide a step-by-step guide to building and implementing models both for evaluating applications and managing existing portfolios.A higher number of late payments, larger exposure, and an appetite for additional credit have been found to indicate higher risk. ... The applicant whose credit history profile indicates a tendency not to pay, large existing balances, and more inquiries, ... I would propose aquot;equal to or better than manual underwritingaquot; or, in technical terms, aquot;a KS measure of 20 or greater at the point the score cutoff is drawn.
|Title||:||Credit Risk Modeling|
|Author||:||Elizabeth Mays, Freda Elizabeth Mays|
|Publisher||:||Global Professional Publishi - 1998-12-10|