The Credit Scoring Toolkit: Theory and Practice for Retail Credit Risk Management and Decision…

Hardcover | September 12, 2007

byRaymond Anderson

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Credit scoring aims to quantify the likelihood of a prospective borrower defaulting on payment over a specified period of time. The credit score is calculated using increasingly sophisticated statistical models, which vary considerably between individual cases. This clearly-written andcomprehensive text covers the scorecard development process and provides a practical how-to guide for those wanting to use and develop credit scoring techniques.Assuming little prior knowledge, the text includes the relevant statistical and mathematical tools, numerous real-life examples, and discussion of the credit risk management cycle and the importance of credit scoring in business and regulatory environments, including Basel II. An extensive glossary and bibliography make this an indispensable desktop reference for graduate students in statistics, business, economics and finance, MBA students, credit risk and financial practitioners.

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Credit scoring aims to quantify the likelihood of a prospective borrower defaulting on payment over a specified period of time. The credit score is calculated using increasingly sophisticated statistical models, which vary considerably between individual cases. This clearly-written andcomprehensive text covers the scorecard development...

Raymond Anderson is with the Standard Bank Group, Johannesburg.

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Format:HardcoverDimensions:784 pages, 9.69 × 7.44 × 2.01 inPublished:September 12, 2007Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0199226407

ISBN - 13:9780199226405

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Table of Contents

PrefaceA Setting the scene1. Credit scoring and the business2. Credit micro-histories3. The mechanics of credit scoringB Risky business4. The theory of risk5. Decision science6. Assessing enterprise riskC Stats and Maths7. Predictive statistics 1018. Measures of separation/divergence9. Odds and endsD Data!10. Data considerations and design11. Data sources12. Scoring structure13. Information sharing14. Data preparationE Scorecard development15. Transformation16. Characteristic selection17. Segmentation18. Reject inference19. Scorecard calibration20. Validation21. Development management issuesF Implementation and use22. Implementation23. Overrides, referrals, and controls24. Monitoring25. FinanceG Risk management cycle26. Marketing27. Application processing28. Account management29. Collection and recoveries30. FraudH Regulatory environment31. Regulatory concepts32. Data privacy and protection33. Anti-discrimination34. Fair lending35. Capital adequacy36. Know your customer (KYC)37. National differencesZ Reference materials38. Glossary / Dictionary39. Bibliography40. AppendicesIndex