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Consumer Credit Models "Pricing, Profit And Portfolios"

Pricing, Profit And Portfolios

Consumer Credit Models "Pricing, Profit And Portfolios". Pricing, Profit And Portfolios

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  • ISBN:9780199232130
  • Editorial: Oxford University Press
  • Fecha de la edición:
  • Encuadernación:cartone
  • Dimensiones: 0 cm x 0 cm
  • Nº Pág.:400
  • Idiomas:Ingles,Inglés

Materias:

The use of credit scoring - the quantitative and statistical techniques to assess the credit risks involved in lending to consumers - has been one of the most successful if unsung applications of mathematics in business for the last fifty years. Now with lenders changing their objectives from minimising defaults to maximising profits, the saturation of the consumer credit market allowing borrowers to be more discriminating in their choice of which loans, mortgages and credit cards to use, and the Basel Accord banking regulations raising the profile of credit scoring within banks there are a number of challenges that require new models that use credit scores as inputs and extensions of the ideas in credit scoring. This book reviews the current methodology and measures used in credit scoring and then looks at the models that can be used to address these new challenges.

The first chapter describes what a credit score is and how a scorecard is built which gives credit scores and models how the score is used in the lending decision. The second chapter describes the different ways the quality of a scorecard can be measured and points out how some of these measure the discrimination of the score, some the probability prediction of the score, and some the categorical predictions that are made using the score.

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