Credit Risk Scorecards

Siddiqi, N. (2006). Credit Risk Scorecards: Developing and Implementing Intelligent Credit Scoring. John Wiley & Sons.

Type

Book

Intellectual base

Textbook

Year

2006

Link

https://www.wiley.com/en-us/Credit+Risk+Scorecards%3A+Developing+and+Implementing+Intelligent+Credit+Scoring-p-9780471754510

Cited from

data_science

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Primes

• Data Drift
  • Detection must therefore be out-of-band: a population-stability index comparing \(P_t(x)\) to \(P_0(x)\) feature by feature, a holdout of recently-labelled outcomes, or downstream default-rate monitoring.

    This sourceStandard practitioner reference: credit scorecards are fit on a reference applicant population and calibrated to observed default rates, then monitored out-of-band via the Population Stability Index (system stability report) and characteristic analysis to detect population/score drift.

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