Toggle navigation
Open Risk Manual
Help
FAQ
About the Manual
Article Types
Academy
Forum
Blog
Code
...
Discussion
View source
History
Log in
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 57 pages are in this category, out of 57 total.
A
Activation Function
Akaike Information Criterion
C
Categorical Variable
Characteristic
Characteristic Selection
Characteristic versus Attribute
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 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
Partial Score
Performance Period
R
Reject Bias
Reject Inference
Risk Data Review
Risk Factor
Roll Rates
S
Sample Size
Sampling
Schwarz Information Criterion
Scorecard Attribute
Seasonality Effects
Seasoning
Separating Hyperplane
Survival Function
W
Weight of Evidence
Category
:
Credit Scoring
What links here
Related changes
Special pages
Permanent link
Page information
Browse properties
Open Risk Academy
Open Risk Commons
Open Risk Models
Read our Blog
Open Risk Dashboard
Open Risk Data
Accessibility
Copyright
Terms of Service
Privacy Policy