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.
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Produktdetaljer
ISBN
9780192658159
Publisert
2021
Utgiver
Vendor
OUP Oxford
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter