Toggle navigation
Open Risk Manual
Users
FAQ
About the Manual
Article Types
Authors
Get Started
Editing Instructions
Advanced Features
Article Templates
Author List
Data
Academy
Dashboard
Blog
...
Discussion
View source
History
Log in
Request account
Help
Category:Credit Scorecard Development
From Open Risk Manual
Jump to:
navigation
,
search
Parent categories
▼
Credit Scorecard Development
►
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
:
Credit Scoring
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
Browse properties
Open Risk Academy
Open Risk Models
Gitter Chat
Accessibility
Copyright
Terms of Service
Privacy Policy
Read our Blog