Lookahead scorecards for new fixed term credit products

DOI10.1057/PALGRAVE.JORS.2601151MaRDI QIDQ4658486zbMATH OpenOpenAlexFDO

Authors Mark G. Kelly, David J. Hand

Publication date 16 March 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2601151

zbMATH Keywords

logistic regressionsurvival analysiscredit scoringbad rate

Mathematics Subject Classification ID

Credit risk (91G40)

Recommendations

• Superscorecards
• Scoring by usage
• Credit Scoring and Its Applications
• Credit scoring and its applications.
• A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio

Cited in

(15)

• Statistical challenges in credit card issuing
• Identifying future defaulters: a hierarchical Bayesian method
• Mixture cure models in credit scoring: if and when borrowers default
• Credit scoring and its applications.
• Direct versus indirect credit scoring classifications
• Recalibrating scorecards
• Scoring by usage
• A new index of creditworthiness for retail credit products
• ``Time-to-profit scorecards for revolving credit
• Incorporating lifecycle and environment in loan-level forecasts and stress tests
• A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio
• A prediction-driven mixture cure model and its application in credit scoring
• Behavioural models of credit card usage
• Modelling profitability using survival combination scores
• Defining attributes for scorecard construction in credit scoring

Describes a project that uses

Uses Software

• HandTill2001

This page was built for publication: Lookahead scorecards for new fixed term credit products

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4658486)