Credit Scoring models and indexes of their quality

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Credit Scoring models and indexes of their quality

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Credit Scoring models and indexes of their quality

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2009

Kód důvěrnosti údajů

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

Název periodika

Forum Statisticum Slovacum

ISSN

1336-7420

e-ISSN

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Svazek periodika

2009

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

SK - Slovenská republika

Počet stran výsledku

6

Strana od-do

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Kód UT WoS článku

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EID výsledku v databázi Scopus

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