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|a 1-282-07639-6
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|a 9786612076398
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|a HG3755
|b .T48 2009
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|a 332.7/43
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| 100 |
1 |
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|a Thomas, L. C
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| 245 |
1 |
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|a Consumer credit models
|h [electronic resource] :
|b pricing, profit, and portfolios /
|c Lyn C. Thomas
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| 260 |
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|a Oxford :
|b Oxford University Press,
|c 2009
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| 300 |
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|a 1 online resource (400 p.)
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| 336 |
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|a text
|b txt
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| 337 |
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|a computer
|b c
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| 338 |
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|a online resource
|b cr
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| 500 |
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|a Description based upon print version of record
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| 504 |
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|a Includes bibliographical references (p. [365]-369) and index
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0 |
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|a Preface; Contents; Acknowledgements; 1 Introduction to consumer credit and credit scoring; 1.1 Introduction: importance and impact of consumer credit; 1.2 Historical background of default-based credit scoring; 1.3 Objectives of lenders; 1.4 Tools for modelling lending decisions: influence diagrams, decision trees, and strategy trees; 1.5 Probabilities, odds, information, and scores; 1.6 Modifying scores: scaling, multiple levels, and time dependency; 1.7 Lending returns and costs; 1.8 Fundamentals of scorecard building; 1.9 Using logistic regression to build scorecards
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|a 1.10 Other scorecard-building approaches2 Measurement of scoring systems; 2.1 Measuring scorecard quality; 2.2 Discrimination measures: divergence, Kolmogorov-Smirnov statistic, and D-concordance statistic; 2.3 ROC curve and Gini coefficient; 2.4 Scorecard segmentation and measuring its impact on discrimination; 2.5 Calibration measures of scorecard probability predictions; 2.6 Measures of the correctness of categorical prediction; 3 Risk-based pricing; 3.1 Variable pricing in consumer lending; 3.2 Risk-free response rate function and optimal pricing
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| 505 |
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|a 3.3 Risk response relationship, adverse selection, and affordability3.4 Risk-based response function and risk-based pricing; 3.5 Acceptance scoring for multi-feature offers; 3.6 A borrower-lender game model for pricing; 4 Profit scoring and dynamic models; 4.1 Behavioural scoring and dynamic account management; 4.2 Profit scoring, risk/reward matrices to customer behaviour dynamics; 4.3 Markov chain models of account behaviour; 4.4 Markov decision process models of profitability; 4.5 Survival analysis-based scoring systems and default estimation
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| 505 |
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|a 4.6 Survival analysis-based profit models, including attrition and prepayment5 Portfolio credit risk and the Basel Accord; 5.1 Portfolio credit risk; 5.2 Economic and regulatory capital; 5.3 Summary of Basel Capital Accords; 5.4 Basel II regulations and their impact on credit scoring; 5.5 Regulatory capital and optimal cut-off policies; 5.6 Modelling credit risk for portfolios of consumer and corporate loans; 5.7 Basel stress testing of consumer portfolios: static and dynamic approaches; Appendices; A: Scores and runbook example; B: Southampton bank application data; References; Index; A; B
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| 505 |
8 |
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|a CD; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z
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| 520 |
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|a This text reviews the current methodology and measures used in credit scoring and then looks at the models that can be used to address new challenges
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| 546 |
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|a English
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| 588 |
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|a Description based on print version record
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| 650 |
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|a Consumer credit
|x Mathematical models
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| 650 |
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|a Consumer credit
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| 650 |
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|a Credit scoring systems
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| 776 |
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|z 0-19-171591-3
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| 776 |
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|z 0-19-923213-X
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|i 09dcf4dd-62cb-4c88-9b2d-96f43c7b85d8
|l 99119462441608501
|s US-NCD
|m consumer_credit_modelspricing_profit_and_portfolios___________________elect2009_______oxfora________________________________________thomas__l__c_______________________e
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