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  • Credit scoring models are widely used to predict the probability of client default. To measure the quality of such scoring models it is possible to use quantitative indices such as the Gini index, Kolmogorov-Smirnov statistics (KS), Lift, the Mahalanobis distance, and information statistics. This paper reviews and illustrates the use of these indices in practice.
  • Credit scoring models are widely used to predict the probability of client default. To measure the quality of such scoring models it is possible to use quantitative indices such as the Gini index, Kolmogorov-Smirnov statistics (KS), Lift, the Mahalanobis distance, and information statistics. This paper reviews and illustrates the use of these indices in practice. (en)
Title
  • How to Measure the Quality of Credit Scoring Models
  • How to Measure the Quality of Credit Scoring Models (en)
skos:prefLabel
  • How to Measure the Quality of Credit Scoring Models
  • How to Measure the Quality of Credit Scoring Models (en)
skos:notation
  • RIV/00216224:14310/11:00053814!RIV12-MSM-14310___
http://linked.open...avai/predkladatel
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http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 202830
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14310/11:00053814
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • credit scoring; quality indices; lift; profit; normally distributed scores (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [AE4D0CE81304]
http://linked.open...i/riv/nazevZdroje
  • Finance a úvěr - Czech Journal of Economics and Finance
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 61
http://linked.open...iv/tvurceVysledku
  • Řezáč, František
  • Řezáč, Martin
http://linked.open...ain/vavai/riv/wos
  • 000296909200009
issn
  • 0015-1920
number of pages
http://localhost/t...ganizacniJednotka
  • 14310
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