Credit Risk Modeling

Credit Risk Modeling

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Covers: Am Implementing an application scoring system Am Behavior modeling to manage your portfolio Am Incorporating economic factors Am Statistical techniques for choosing the optimal credit risk model Am How to set cutoffs and override rules Am Modeling for the sub-prime market Am How to evaluate and monitor credit risk models This is an indispensable guide for credit professionals and risk managers who want to understand and implement modeling techniques for increased profitability. In this one-of-a-kind text, experts in credit risk provide a step-by-step guide to building and implementing models both for evaluating applications and managing existing portfolios.Design and Application Elizabeth Mays ... For the foreclosure scorecard, the FICO score is not a significant enough variable to be used. ... importance as the depth of delinquency deepens because it is built to predict which tradelines on a borrowera#39;s credit report will go 90DPD or worse. ... high-risk seriously delinquent loans, as has happened in the credit-card industry with seriously delinquent accounts.

Title:Credit Risk Modeling
Author:Elizabeth Mays
Publisher:Global Professional Publishi - 1998-12-10


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