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Category:Credit Scorecard Development
From Open Risk Manual
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Credit Scorecard Development
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Credit Scoring
Pages in category "Credit Scorecard Development"
The following 55 pages are in this category, out of 55 total.
A
Activation Function
Akaike Information Criterion
C
Categorical Variable
Characteristic
Characteristic Selection
Coarse Classification
Conditional Independence
Correlation Analysis
Credit Score Factor
Credit Score Scale
Credit Scorecard Calibration
Credit Scorecard Development
Cumulative Incidence Function
D
Data Cleansing
Data Normalization
Data Outliers
Default Probability Table
Default Rate
Development Sample
Dummy Variable
E
Explanatory Data Analysis
Explanatory Variables
Exploratory Data Analysis
G
Golden Source
Good-Bad Analysis
H
Hazard Rate
I
Impurity Index
Information Criteria
Information Statistic
Interactions between Characteristics
J
James-Stein Estimator
L
Likelihood Function
Log of Odds
M
Mahalanobis Distance
Master Data Table
Maximum Likelihood Estimator
Median Survival Time
Missing Data
Model Selection
Multicollinearity
O
Over-Fitting
P
Performance Period
R
Reject Bias
Reject Inference
Risk Data Review
Risk Factor
Roll Rates
S
Sample Size
Sampling
Schwarz Information Criterion
Seasonality Effects
Seasoning
Separating Hyperplane
Survival Function
W
Weight of Evidence
Category
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Credit Scoring
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