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Quality measures of scoring models.
- Source :
- Journal of Risk Management in Financial Institutions; 2012, Vol. 5 Issue 4, p432-446, 15p, 2 Charts, 9 Graphs
- Publication Year :
- 2012
-
Abstract
- One of the basic stages of constructing credit-scoring models is the assessment of their quality understood as the ability to separate reliable and unreliable borrower population. This paper focuses on methods enabling the assessment of discrimination quality, and presents the results of researches on the basis of empirical data. Apart from establishing the measure of discrimination quality, this paper refers to the issue of the assessment of the stability of results obtained by setting a confidence interval for the quality measure of the scoring model. [ABSTRACT FROM AUTHOR]
- Subjects :
- CREDIT
BASEL II (2004)
CREDIT risk
COLLECTING of accounts
Subjects
Details
- Language :
- English
- ISSN :
- 17528887
- Volume :
- 5
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Journal of Risk Management in Financial Institutions
- Publication Type :
- Academic Journal
- Accession number :
- 79836375
- Full Text :
- https://doi.org/10.69554/xfsd2568