Credit Intelligence & Modelling

Many Paths through the Forest of Credit Rating and Scoring

Inbunden, Engelska, 2021

2 143 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt över 249 kr.

Beskrivning

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 project management 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.

Produktinformation

Utgivningsdatum:2021-12-09
Mått:62 x 240 x 50 mm
Vikt:2 g
Format:Inbunden
Språk:Engelska
Antal sidor:944
Förlag:OUP OXFORD
ISBN:9780192844194

Utforska kategorier

Mer om författaren

Raymond Anderson is a Canadian resident in South Africa, with a BComm from the University of Calgary (1980) and an MBA from the University of the Witwatersrand (1991). His wanderlust brought him to South Africa in 1981, where he was employed by The Standard Bank Group; 13 years as the computer/numbers guy in project finance, followed by 19 years in credit. His introduction to credit came when its computerisation was in its infancy, and he was involved in a multitude of credit scoring aspects. His first book, The Credit Scoring Toolkit, was published by Oxford University Press in 2007. Since 2015, he has been consulting independently, mostly through the World Bank's International Finance Corporation in developing countries, and is presently involved developing trip for their Asia office.

Innehållsförteckning

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 Finalisation