Good practice in retail credit scorecard assessment

DOI10.1057/PALGRAVE.JORS.2601932zbMATH Open1097.91523OpenAlexW2067196267MaRDI QIDQ5694077FDOQ5694077

Authors: David J. Hand 

Publication date: 29 September 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.2601932

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zbMATH Keywords

scorecarddecision makingcredit scoringbankingmethodologymanagementbad rate

Mathematics Subject Classification ID

Cited In (25)

• Credit scoring for profitability objectives
• A new approach for credit scoring by directly maximizing the Kolmogorov-Smirnov statistic
• Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss
• Towards profitability: a utility approach to the credit scoring problem
• Measuring classifier performance: a coherent alternative to the area under the ROC curve
• Temporally-adaptive linear classification for handling population drift in credit scoring
• Credit scoring and its applications.
• A new index of creditworthiness for retail credit products
• CRM in social media: predicting increases in Facebook usage frequency
• A study in the combination of two consumer credit scores
• Investigation of the scoring model for bank borrowers
• Scoring decisions in the context of economic uncertainty
• Development and application of consumer credit scoring models using profit-based classification measures
• Measuring customer quality in retail banking
• A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio
• Scorecard construction with unbalanced class sizes
• Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
• Assessing naïve Bayes as a method for screening credit applicants
• A classification spline machine for building a credit scorecard
• Model assessment for predictive classification models
• Measuring retail company performance using credit scoring techniques
• On the confusion matrix in credit scoring and its analytical properties
• Recent developments in consumer credit risk assessment
• Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
• Validating risk models with a focus on credit scoring models

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