Credit Scoring models and indexes of their quality

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F09%3A00036162" target="_blank" >RIV/00216224:14310/09:00036162 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Credit Scoring models and indexes of their quality

Original language description

Credit scoring is a set of predictive models and their underlying techniques that aid financial institutions in granting credits. These techniques decide who will get credit, how much credit they should a get, and what further strategies will enhance theprofitability of the borrowers to the lenders. For a measurement of partial processes of a financial institution, especially their components like scoring models or other predictive models, it is possible to use quantitative indexes such as Gini index,K-S statistics, Lift, Mahalanobis distance Information statistics and so forth. They can be used for comparison of several developed models at the moment of development. It is possible to use them for monitoring of quality of models after the deploymentinto real business as well.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Forum Statisticum Slovacum

ISSN

1336-7420

e-ISSN

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Volume of the periodical

2009

Issue of the periodical within the volume

2

Country of publishing house

SK - SLOVAKIA

Number of pages

6

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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