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Credit Risk Model Building Overview by mike110* is a document available to read on EtoBox.

What is Credit Risk Model Building Overview about?

This document discusses credit risk model building. It outlines the typical 4 steps: 1) studying historical customer data to identify causes of default or charge-offs, 2) identifying the most impacting customer attributes, 3) using logistic regression to quantify the impact of each attribute, and 4) using the model to predict probabilities of default for new customers based on their attribute values. An example model is described that uses attributes like income, number of loans, payment history, credit uti

Author

mike110*

Language

EN