Overview

The Credit Scoring Toolkit provides an all-encompassing view of the use of statistical models to assess retail credit risk and provide automated decisions. In eight modules, the book provides frameworks for both theory and practice. It first explores the economic justification and history of Credit Scoring, risk linkages and decision science, statistical and mathematical tools, the assessment of business enterprises, and regulatory issues ranging from data privacy to Basel II. It then provides a practical how-to-guide for scorecard development, including data collection, scorecard implementation, and use within the credit risk management cycle. Including numerous real-life examples and an extensive glossary and bibliography, the text assumes little prior knowledge making it an indispensable desktop reference for graduate students in statistics, business, economics and finance, MBA students, credit risk and financial practitioners.

Full Product Details

Author:   Raymond Anderson (, Standard Bank Group, Johannesburg)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 19.60cm , Height: 5.10cm , Length: 25.40cm
Weight:   1.674kg
ISBN:  

9780199226405

ISBN 10:   0199226407
Pages:   790
Publication Date:   30 August 2007
Audience:   College/higher education ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   To order  
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

Preface A Setting the scene 1: Credit scoring and the business 2: Credit micro-histories 3: The mechanics of credit scoring B Risky business 4: The theory of risk 5: Decision science 6: Assessing enterprise risk C Stats and Maths 7: Predictive statistics 101 8: Measures of separation/divergence 9: Odds and ends D Data! 10: Data considerations and design 11: Data sources 12: Scoring structure 13: Information sharing 14: Data preparation E Scorecard development 15: Transformation 16: Characteristic selection 17: Segmentation 18: Reject inference 19: Scorecard calibration 20: Validation 21: Development management issues F Implementation and use 22: Implementation 23: Overrides, referrals, and controls 24: Monitoring 25: Finance G Risk management cycle 26: Marketing 27: Application processing 28: Account management 29: Collection and recoveries 30: Fraud H Regulatory environment 31: Regulatory concepts 32: Data privacy and protection 33: Anti-discrimination 34: Fair lending 35: Capital adequacy 36: Know your customer (KYC) 37: National differences Z Reference materials 38: Glossary / Dictionary 39: Bibliography 40: Appendices Index

Reviews

This is an extremely valuable and timely book on a very important topic ... Anderson has provided a great service to all who use Credit Scoring techniques. Barry Scholnick PhD, Eric Geddes Associate Professor of Business, University of Alberta It is a superb mixture of a practical how to do guide for those wanting to use and develop credit scoring together with a way of putting the decisions it supports in context and the techniques it uses in a general modelling framework. Professor Lyn Thomas, Professor of Management Science, Scholl of Management, University of Southampton

This is an extremely valuable and timely book on a very important topic ... Anderson has provided a great service to all who use Credit Scoring techniques. Barry Scholnick PhD, Eric Geddes Associate Professor of Business, University of Alberta It is a superb mixture of a practical how to do guide for those wanting to use and develop credit scoring together with a way of putting the decisions it supports in context and the techniques it uses in a general modelling framework. Professor Lyn Thomas, Professor of Management Science, Scholl of Management, University of Southampton

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