The credit scoring toolkit : theory and practice for retail credit risk management and decision automation
著者
書誌事項
The credit scoring toolkit : theory and practice for retail credit risk management and decision automation
Oxford University Press, 2007
大学図書館所蔵 件 / 全4件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
- 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
「Nielsen BookData」 より