Specification and Informational Issues in Credit Scoring - Couverture souple

Kiefer, Nicholas M

 
9781505308839: Specification and Informational Issues in Credit Scoring
Couverture souple
ISBN 10 : 1505308836 ISBN 13 : 9781505308839
Editeur : CreateSpace Independent Publishing Platform, 2014

Synopsis

Lenders use rating and scoring models to rank credit applicants on their expected performance. The models and approaches are numerous. We explore the possibility that estimates generated by models developed with data drawn solely from extended loans are less valuable than they should be because of selectivity bias. We investigate the value of “reject inference” – methods that use a rejected applicant’s characteristics, rather than loan performance data, in scoring model development. In the course of making this investigation, we also discuss the advantages of using parametric as well as nonparametric modeling. These issues are discussed and illustrated in the context of a simple stylized model.

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Éditeur
CreateSpace Independent Publishing Platform
Date d'édition
2014
Langue
anglais
ISBN 10 
1505308836
ISBN 13 
9781505308839
Reliure
Broché
Nombre de pages
32
Coordonnées du fabricant
Manufactured by Amazon on behalf of the author
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