The credit scoring toolkit : theory and practice for retail credit risk management and decision automation
Author(s)
Bibliographic Information
The credit scoring toolkit : theory and practice for retail credit risk management and decision automation
Oxford University Press, 2007
Available at 4 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
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  Tochigi
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  Saitama
  Chiba
  Tokyo
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  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
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  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
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  United States of America
Note
Includes bibliographical references and index
Description and Table of Contents
Description
The Credit Scoring Toolkit provides an all-encompassing view of the use of statistical models to assess retail credit risk and provide automated decisions.
In eight modules, the book provides frameworks for both theory and practice. It first explores the economic justification and history of Credit Scoring, risk linkages and decision science, statistical and mathematical tools, the assessment of business enterprises, and regulatory issues ranging from data privacy to Basel II. It then provides a practical how-to-guide for scorecard development, including data collection, scorecard implementation, and use within the credit risk management cycle.
Including numerous real-life examples and an extensive glossary and bibliography, the text assumes little prior knowledge making it an indispensable desktop reference for graduate students in statistics, business, economics and finance, MBA students, credit risk and financial practitioners.
Table of Contents
- Preface
- A SETTING THE SCENE
- 1. Credit scoring and the business
- 2. Credit micro-histories
- 3. The mechanics of credit scoring
- B RISKY BUSINESS
- 4. The theory of risk
- 5. Decision science
- 6. Assessing enterprise risk
- C STATS AND MATHS
- 7. Predictive statistics 101
- 8. Measures of separation/divergence
- 9. Odds and ends
- D DATA!
- 10. Data considerations and design
- 11. Data sources
- 12. Scoring structure
- 13. Information sharing
- 14. Data preparation
- E SCORECARD DEVELOPMENT
- 15. Transformation
- 16. Characteristic selection
- 17. Segmentation
- 18. Reject inference
- 19. Scorecard calibration
- 20. Validation
- 21. Development management issues
- F IMPLEMENTATION AND USE
- 22. Implementation
- 23. Overrides, referrals, and controls
- 24. Monitoring
- 25. Finance
- G RISK MANAGEMENT CYCLE
- 26. Marketing
- 27. Application processing
- 28. Account management
- 29. Collection and recoveries
- 30. Fraud
- H REGULATORY ENVIRONMENT
- 31. Regulatory concepts
- 32. Data privacy and protection
- 33. Anti-discrimination
- 34. Fair lending
- 35. Capital adequacy
- 36. Know your customer (KYC)
- 37. National differences
- Z REFERENCE MATERIALS
- 38. Glossary / Dictionary
- 39. Bibliography
- 40. Appendices
- INDEX
by "Nielsen BookData"