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Practical Credit Scoring: Issues and Techniques

 CONTENTS

Preface                                                                                    ......    v

Introduction                                                                          ......  vii

Chapter 1 - The Bad Science of Scoring                            ......     3

Chapter 2 - Building Scorecards                                        ......   11

Chapter 3 - Underwriting and Scoring                             ......   18

Chapter 4 - The Value of Data                                            ......   26

Chapter 5 - The Good, the Bad and the Ugly                   ......   35      

Chapter 6 - Does Size Matter?                                            ......   41

Chapter 7 - Characteristics and Attributes                      ......   47

Chapter 8 - Modelling Techniques                                    ......   56

Chapter 9 - Reject Inference                                                ......   65

Chapter 10 - Scorecard Alignment                                     ......   74

Chapter 11 - Scorecard Validation                                     ......   79

Chapter 12 - R-Squared, Gini and Scorecard Power      ......   86

Chapter 13 - Scorecard Monitoring                                   ......   94

Chapter 14 - Scorecard or Other Problems                       ......  106

Chapter 15 - The Marketing and Dealer Effect                 …..  115

Chapter 16 - Behavioural Scoring                                     ......  126

Chapter 17 - Collections Scoring                                       ......  133

Chapter 18 - Fraud Scoring                                                ......  140

Chapter 19 - Customer Scoring                                          ......  146

Chapter 20 - Bureau Scores                                                ......  152

Chapter 21 - Profit Scoring                                                 ......  159

Chapter 22 - Recession Scoring                                         ......  167

Chapter 23 - Capital Adequacy Scoring                           ......  173

Chapter 24 - The Future of Credit Scoring                      ......  181