Probabilistic Graphical Models

The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

Definition

Credit Scorecards based on Probabilistic Graphical Models are a type of credit scoring model used to support Credit Decisioning in various Consumer Finance and SME Lending businesses.

This entry serves as the Abstract Risk Model specification of a Probabilistic Graphical Model Scorecard

Model Context

Model Classification

Model Description

Response Variable

Explanatory Variables

Model Parameters

Model Estimation

Stylized Model Assumptions