Credit Risk Scorecards: Developing and Implementing Intelligent Credit Scoring

Credit Risk Scorecards: Developing and Implementing Intelligent Credit Scoring

by Naeem Siddiqi
     
 

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Using credit risk scorecards helps large companies manage and minimize their risk exposure and thus improve their bottom lines. Most books on credit scoring emphasize the statistics-related aspects; Credit Risk Scorecards emphasizes the business-related aspects. This unique, business-focused methodology results in more robust scorecard development for real-world,

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Overview

Using credit risk scorecards helps large companies manage and minimize their risk exposure and thus improve their bottom lines. Most books on credit scoring emphasize the statistics-related aspects; Credit Risk Scorecards emphasizes the business-related aspects. This unique, business-focused methodology results in more robust scorecard development for real-world, company-wide applications. With this guide to intelligent credit scoring, readers will:

  • Have a solid foundation in statistic and data mining principles
  • Understand an end-to-end scorecard development and implementation process—from a business perspective
  • Know how to incorporate business knowledge to facilitate better scorecard development
  • Have practical knowledge of all aspects of scorecard development and implementation, including development roles, model building, validation, implementation, and post-implementation
  • Understand how to relate credit risk scoring to Basel II Accord requirements
  • Know how to use scorecards to develop risk; adjusted strategies, predict delinquencies, and perform vintage curve analysis to generate highly accurate credit loss forecasts

Credit Risk Scorecards explains a generic development methodology that is applicable globally. All locations, departments, and lines of business can use the credit risk scorecard; this results in a much more accurate analysis of a company's total exposure than can be derived from reports based on the disparate methodologies of various entities.

A valuable resource for treasurers, CFOs, credit risk analysts/managers; credit scoring analyst managers; and credit risk executives in banking, retail lending, telecommunications, and insurance; as well as undergraduate and graduate students—this book helps businesses know the score!

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Editorial Reviews

From the Publisher
"The book is a comprehensive guide for developing, implementing and monitoring credit risk scorecards." (Institute of Chartered Financial Analysts of India, November 2006)

Product Details

ISBN-13:
9780471754510
Publisher:
Wiley
Publication date:
10/21/2005
Series:
Wiley and SAS Business Series, #3
Pages:
208
Product dimensions:
6.30(w) x 9.13(h) x 0.80(d)

Meet the Author

NAEEM SIDDIQI is a Business Solution Specialist-Risk with SAS® Canada. He has over twelve years' experience in credit risk management, both as a consultant and as a user at financial institutions. He played a key role in the development of SAS Credit Scoring, and provides worldwide support for this initiative. Siddiqi has conducted training sessions on this methodology in Belgium, Germany, Hong Kong, Thailand, Malaysia, Taiwan, and Australia, as well as the United States, and is a frequent speaker on credit scoring related topics at conferences worldwide. Siddiqi has an honours bachelor of engineering from Imperial College of Science, Technology and Medicine at the University of London, and an MBA from York University in Toronto.

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