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Credit scorecard for credit applicant assessment

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Date: 18-19 April 2012
Where: Nunatac’s premises
Registration: fill out the downloadable form and send it by fax to +39 02 89 01 20 74

Aims
The course uses an analytical process, from start to finish, aimed at producing a Scorecard for the assessment of credit applicant default. Report writing required for Risk Management used to define the policies to adopt, based on the results obtained with the new development tool, is also covered.
Through-the-door population characteristics analysis is carried out via a Reject Inference procedure through which an inferential process is carried out to estimate default probability of the credit applicant population previously refused credit.

Who should attend
Statistical analysts, data mining experts, business users.

Prerequisites
You should have basic experience in the use of the SAS language and general experience in multivariate analysis statistical techniques. Knowledge of the Enterprise Mining tool is also required.

Course outline
• Problem Aims and planning
• Portfolio segmentation
• Scorecard population
• Target variable definition
• Analysis of default rates and refusal rates
• Sample choice for development and scorecard test
• Model input structure preparation
• Known Population model derivation
• Reject Inference
• Through-the-door population model derivation
• Score Distribution
• Cut-off strategy Report
• Recent population test
• Application hypotheses

Statistical techniques used: logistic regression.

Duration
The duration of the course is 3 days.

Public Course