Windsor
 

COURSE CONTENT                                           Book now

 

 

Module 1: Scorecards and cut-offs

1.1.                     Introduction and history

1.2.                     The principles of scoring

1.3.                     The strategy curve

1.4.                     Break-even analysis

1.5.                     Underwriters impact

1.6.                     Lending strategies using scores

 

Module 2: Profile, Stability, Quality

2.1.                     How should we track new business

2.2.                     The importance of score profile

2.3.                     The Population Stability Index

2.4.                     Types of population shift and implication

 

Module 3: Characteristic Analysis

3.1.                     The power of characteristics

3.2.                     Odds and Information Odds

3.3.                     Characteristic Analysis

3.4.                     Information Value

3.5.                     The Average Score Report

 

Module 4: Profile and Predicting Performance

4.1.                     Linking score profile to risk

4.2.                     Predicting performance

4.3.                     Tracking a portfolio

4.4.                     Early warning

4.5.                     Tips for successful tracking

 

Module 5: Characteristic Odds

5.1.                     The principal of drilling-down

5.2.                     An example scorecard analysis

5.3.                     Characteristic Odds Analysis

5.4.                     Logical interpretation

5.5.                     Information Entropy interpretation

5.6.                     Chi Squared interpretation

 

Module 6: Scorecard Power

6.1.                     What makes a good scorecard?

6.2.                     A review of scorecard statistics: Gini, KS, Divergence

6.3.                     Swap-set analysis

6.4.                     Swap-sets with underwriting

6.5.                     Understanding the impact of reject inference

 

Module 7: Correlation and Interaction

7.1.                     An explanation of regression and correlation

7.2.                     How to identify interactions: CHAID, Interaction Index

7.3.                     Options for dealing with interactions

 

Module 8: Scorecard Misalignment

8.1.                     Is the scorecard misaligned?

8.2.                     Identifying misalignment

8.3.                     Finding misaligned attributes

8.4.                     Using the Misalignment Index

 

Module 9: Scorecard Tuning

9.1.                     Approaches to tuning

9.2.                     Example misalignment

9.3.                     How scorecards are aligned

9.4.                     Realignment using Information Entropy

 

Module 10: Behavioural Scoring Tools

10.1.                A discussion of the tools

10.2.                Measuring portfolio quality

10.3.                Calculating the Balance Index

10.4.                Calculating the Portfolio Stability Index

10.5.                A review of the Ten Tools of Credit Scoring

 

Return to Courses...

 

© Copyright WindsorCME Ltd 2013. All Rights Reserved.