About: Measuring the Quality of Credit Scoring Models

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	In the current strong competitive environment it is quite fundamental good care of the quality of client portfolio. Credit scoring models are widely used to achieve this business aim. For a measurement of quality of the scoring models it is possible to use quantitative indexes such as Gini index, K-S statistics, Lift, Mahalanobis distance and Information statistics. 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 deployment into real business as well. Figures like ROC curve (Lorenz curve), Lift chart (Gains chart) can be used as well. This paper deals with definition of good/bad client, which is crucial for further computations. Parameters affecting this definition are discussed. The main part is devoted to quality indexes based on distribution functions (Gini, K-S and Lift) and on density functions (Mahalanobis distance, Information statistics). In the current strong competitive environment it is quite fundamental good care of the quality of client portfolio. Credit scoring models are widely used to achieve this business aim. For a measurement of quality of the scoring models it is possible to use quantitative indexes such as Gini index, K-S statistics, Lift, Mahalanobis distance and Information statistics. 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 deployment into real business as well. Figures like ROC curve (Lorenz curve), Lift chart (Gains chart) can be used as well. This paper deals with definition of good/bad client, which is crucial for further computations. Parameters affecting this definition are discussed. The main part is devoted to quality indexes based on distribution functions (Gini, K-S and Lift) and on density functions (Mahalanobis distance, Information statistics). (en)
Title	Measuring the Quality of Credit Scoring Models Measuring the Quality of Credit Scoring Models (en)
skos:prefLabel	Measuring the Quality of Credit Scoring Models Measuring the Quality of Credit Scoring Models (en)
skos:notation	RIV/00216224:14310/09:00036504!RIV10-MSM-14310___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Řezáč, František Řezáč, Martin
http://linked.open.../riv/druhVysledku	O - Ostatní výsledky nezařaditelné do žádného z výše uvedených druhů výsledku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Masarykova univerzita / Přírodovědecká fakulta
http://linked.open...dnocenehoVysledku	325127
http://linked.open...ai/riv/idVysledku	RIV/00216224:14310/09:00036504
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Predictive modeling; Quality indexes; Credit scoring; Normally distributed scores (en)
http://linked.open.../riv/klicoveSlovo	Credit scoring Quality indexes Normally distributed scores Predictive modeling
http://linked.open...ontrolniKodProRIV	[719B096C00AD]
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2009
http://linked.open...iv/tvurceVysledku	Řezáč, František Řezáč, Martin
http://localhost/t...ganizacniJednotka	14310

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