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2
votes
0answers
104 views

Bayesian logit model in Psychometric or Behavioural Testing for Credit Scoring in Developing Countries

A lot of parameters in one title, I know. So there's credit scoring but not using credit history. Then there's using a Bayesian logit model. Then there's doing so in a developing country such as Haiti ...
2
votes
1answer
60 views

Expert System for Credit Scoring

I am working on a credit scoring model for a credit without a garanty (consumer credit). I'm looking for a methodology for an expert system for credit scoring decision that doesn't base on ...
2
votes
2answers
135 views

Using Financial Ratios to get credit rating or PD

Hello I'm looking for papers, aside from ones that use CDS spreads, about credit rating development or estimating default probability based on financial ratios that also include methodology and maybe ...
4
votes
4answers
281 views

Credit Rating or Probability of Default from Financial Ratios

Does anyone know of any papers about credit rating development or probability of default estimation done based on financial ratios that also include methodology and maybe good/bad criteria? Something ...
0
votes
2answers
112 views

For Probability of Default in retail credit what is more popular logistic regression or GLM with Poisson distribution and why?

Trying to understand which regression model is more popular in retail credit card industry Logistic regression or GLM with Poisson distribution and why?
7
votes
1answer
368 views

Reject inference

What are the most effective techniques for reject inference in the context of retail credit scoring. Parcelling is something I use frequently... Any other approaches out there?
8
votes
3answers
3k views

Is variable binning a good thing to do?

Let's say you have a logistic regression model. Some of the factors are intrinsically categorical but some are continuous variables. Under which circumstances should a continuous variable be binned ...