Handbook of credit scoring

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Table of Contents

Preface vii

About the Editor ix

Contributors xi

Section I INTRODUCTION .1

1 Scoring Applications

William M. Makuch 3

2 Generic and Customized Scoring Models: A Comparison

Gary G. Chandler 23

3 Using Consumer Credit Information

Maria T. Pincetich and Kristin M. Tobin 57

4 Scorecard Modeling with Continuous vs. Classed Variables

Dennis Ash and Dimitra Vlatsa 71

Section II MODEL DEVELOPMENT. 105

5 The Basics of Scorecard Development and Validation

Elizabeth Mays 89

6 Going Beyond Credit Score: The Development of a Loss Model for the Home Equity Business

Wei Wang 107

7 The Basics of a Better Application Score

William M. Makuch 127

8 Optimal Use of Statistical Techniques

John M. L. Gruenstein 149

9 Data Mining

Allen Jost 185

10 A Multi-Score Approach for Portfolio Management

Tim Lee and Sung Chang Jung 215

11 Reject Inference in Credit Operations

David Hand 225

Section HI SCORE VALIDATION. 241

12 Model Design and Validation: Identifying Potential Sources of

Model Risk

Dennis Glennon 243

13 Measures for Model Validation

Tim Lee 275

14 Evaluating and Monitoring Your Model

Richard Schiffman 285

Section IV MODEL IMPLEMENTATION AND

SCORE MANAGEMENT 301

15 Score-Based Collections Strategies

Peter McAllister and Dana Eng 303

16 Project Management for Credit Scoring

Dana Wiklund 321

17 Successful Implementation—To Be or Not To Be...

Mona Mayr 337