1.

Record Nr.

UNINA9910698283603321

Autore

Thomas L. C

Titolo

Credit scoring and its applications / / Lyn C. Thomas, David B. Edelman, Jonathan N. Crook

Pubbl/distr/stampa

Philadelphia, Pa., : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 2002

ISBN

0-89871-831-7

Descrizione fisica

1 electronic text (xiv, 248 p.) : ill., digital file

Collana

SIAM monographs on mathematical modeling and computation

Altri autori (Persone)

EdelmanDavid B

CrookJonathan N

Disciplina

658.8/8

Soggetti

Credit scoring systems

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Title from title screen.

Nota di bibliografia

Includes bibliographical references (p. 233-244) and index.

Nota di contenuto

The History and Philosophy of Credit Scoring -- The Practice of Credit Scoring -- Economic Cycles and Lending and Debt Patterns -- Statistical Methods for Scorecard Development -- Nonstatistical Methods for Scorecard Development -- Markov Chain Models of Repayment and Usage Behavior -- Measuring Scorecard Performance -- Practical Issues of Scorecard Development -- Implementation and Areas of Application -- Applications of Scoring in Other Areas of Lending -- Applications of Scoring in Other Areas -- New Ways to Build Scorecards -- International Differences -- Profit Scoring, Risk-Based Pricing, and Securitization.

Sommario/riassunto

This book details the mathematical models that help creditors make intelligent credit risk decisions. Also included in this book is a discussion of economic theories of consumers' use of credit.