ISBN: 9781119279150
Editorial: Wiley
Autor: Siddiqi, Naeem
Año de edición: 2017
Edición: 2
N° Paginas: 464
Tipo de pasta: Pasta dura
Descripción: A better development and implementation framework for credit risk scorecardsIntelligent Credit Scoring presents a business-oriented process for the development and implementation of risk prediction scorecards. The credit scorecard is a powerful tool for measuring the risk of individual borrowers, gauging overall risk exposure and developing analytically driven, risk-adjusted strategies for existing customers. In the past 10 years, hundreds of banks worldwide have brought the process of developing credit scoring models in-house, while 'credit scores' have become a frequent topic of conversation in many countries where bureau scores are used broadly. In the United States, the 'FICO' and 'Vantage' scores continue to be discussed by borrowers hoping to get a better deal from the banks. While knowledge of the statistical processes around building credit scorecards is common, the business context and intelligence that allows you to build better, more robust, and ultimately more intelligent, scorecards is not. As the follow-up to Credit Risk Scorecards, this updated second edition includes new detailed examples, new real-world stories, new diagrams, deeper discussion on topics including WOE curves, the latest trends that expand scorecard functionality and new in-depth analyses in every chapter. Expanded coverage includes new chapters on defining infrastructure for in-house credit scoring, validation, governance, and Big Data. Black box scorecard development by isolated teams has resulted in statistically valid, but operationally unacceptable models at times. This book shows you how various personas in a financial institution can work together to create more intelligent scorecards, to avoid disasters, and facilitate better decision making. Key items discussed include: Following a clear step by step framework for development, implementation, and beyondLots of real life tips and hints on how to detect and fix data issuesHow to realise bigger ROI from credit scoring using internal resourcesExplore new trends and advances to get more out of the scorecardCredit scoring is now a very common tool used by banks, Telcos, and others around the world for loan origination, decisioning, credit limit management, collections management, cross selling, and many other decisions. Intelligent Credit Scoring helps you organise resources, streamline processes, and build more intelligent scorecards that will help achieve better results. Nota de la solapa PRAISE FOR INTELLIGENT CREDIT SCORING"Siddiqi offers a contemporary, step-by-step guide to developing and implementing successful in-house credit scorecards. He sets out the key concepts in an ordered and simple-to-follow fashion, supported by insightful worked examples. A must-read for anyone in risk management responsible for credit scoring." --Jonathan Baum, Chief Credit Officer, Lloyds Banking Group "Siddiqi's book is a must-read for anyone looking to develop scorecards in house, or who just needs a refresher on technique. Consumer Portfolio Services has benefitted tremendously from the knowledge and insights gained within these pages. I highly recommend this book as your trusted companion while on your educational journey into scorecard development!" --Rick Haskell, SVP of IT and Risk Management, Consumer Portfolio Services "The author presents an integrated framework for development of Internal Scoring/Rating System for assessment and measurement of Credit Risk that really helps for implementation of Basel II IRB approach and IFRS-9 credit risk modeling." --Javed H. Siddiqi, Bsc(Hons), Msc(Physics), MBA(Finance), Head of Risk Management, Soneri Bank "A great read for anyone interested in the evolution of credit scorecard development in the banking industry. Naeem also provides an expert view of the scorecard development process, usage, implementation, and the importance of monitoring. This book is an informative read for experienced and novice scorecard devel
- Idioma: Inglés
- Autor: Siddiqi, Naeem
- Editorial: Wiley
- N° Paginas: 464
- Tipo de pasta: Pasta dura
- Envío: Desde EE.UU.
