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Full Description
Credit Scoring and Its Applications is recognized as the bible of credit scoring. It contains a comprehensive review of the objectives, methods, and practical implementation of credit and behavioral scoring. The authors review principles of the statistical and operations research methods used in building scorecards, as well as the advantages and disadvantages of each approach. The book contains a description of practical problems encountered in building, using, and monitoring scorecards and examines some of the country-specific issues in bankruptcy, equal opportunities, and privacy legislation. It contains a discussion of economic theories of consumers' use of credit, and readers will gain an understanding of what lending institutions seek to achieve by using credit scoring and the changes in their objectives.
New to the second edition are:
lessons that can be learned for operations research model building from the global financial crisis
current applications of scoring
discussions on the Basel Accords and their requirements for scoring
new methods for scorecard building and new expanded sections on ways of measuring scorecard performance, and
survival analysis for credit scoring.
Other unique features include methods of monitoring scorecards and deciding when to update them, as well as different applications of scoring, including direct marketing, profit scoring, tax inspection, prisoner release, and payment of fines.
Contents
Preface
Chapter 1: The History and Philosophy of Credit Scoring
Chapter 2: The Practice of Credit Scoring
Chapter 3: Common Methods for Building Scorecards
Chapter 4: Alternative Methods of Building Scorecards
Chapter 5: Survival Methods
Chapter 6: Managing the Data in Scorecard Development
Chapter 7: Behavioral Scoring
Chapter 8: Measuring Scorecard Performance
Chapter 9: Implementation and Areas of Application
Chapter 10: Economic Issues
Chapter 11: Capital Requirements and the Basel Accords
Chapter 12: Securitization and the Subprime Mortgage Crisis
Chapter 13: Variable Pricing and Risk-Based Pricing
Bibliography
Index
