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CONTENTS
Preface
...... v
Chapter 1 - An Introduction to the Principles
...... 1
Chapter 2 - What is a Scorecard?
...... 7
Chapter 3 - Data and Definitions
...... 14
Chapter 4 - Odds, Information and Weight
...... 22
Chapter 5 - Credit Scoring
Systems
...... 27
Chapter 6 - Credit Bureau Data and its Use
...... 35
Chapter 7 - The Scorecard Build Process
...... 42
Chapter 8 - Simple Scorecards - a Users Perspective
...... 52
Chapter 9 - Scorecard Validation
...... 61
Chapter 10 - Cut-off Strategies
...... 69
Chapter 11 - Lending
Strategies
...... 77
Chapter 12 - Scorecard Application Monitoring
...... 86
Chapter 13 - Scorecard Performance Tracking
...... 93
Chapter 14 - Scoring, Portfolio and Data Analysis
…..
100
Chapter 15 - Credit Bureau Scores
and Strategies
...... 110
Chapter 16 - Profitability and Profit Scoring
...... 115
Chapter 17 - Customer Scoring
......
122
Chapter 18 - Recessions and Recession Scoring
...... 133
Chapter 19 - Neural Scoring
...... 138
Chapter 20 - Bayesian Belief Scorecards
...... 144
Chapter 21 - Issues and the Future of Credit Scoring
...... 148
Chapter 22 – In-house Scorecard Development
...... 155
Chapter 23 – How to Cheat with Credit Scoring
......
163
Quick Reference Guide: Formulae and Tables
i - Kolmogorov - Smirnov
Test
...... 175
ii - Chi-Squared Test
...... 176
iii - Normal, z
Test
...... 177
iv - Students t
Test
......
178
v - Stability
Index
...... 179
iv -
Information Value
...... 180
vii - Conversaion equations
….. 181
About the
Authors
...... 183
Glossary of
Terms
...... 187
Index
...... 199
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