Learn how to develop and implement risk scorecards from inception to implementation using internal tools
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This book presents a business-focused process built on a solid foundation of statistic and data mining principles for the development and implementation of risk prediction scorecards.?It describes how risk scorecards can be a powerful tool for risk managers who need to improve the bottom line in their organizations as well as how they can develop and implement these scorecards using internal resources.?The contents is:?(1) Scorecard Development Roles; (2) Scorecard Development and Implementation Process Overview; (3) Scorecard Development Process; (4) Scorecard Implementation; (5) Post Implementation.. W/ v) x6 s. i! z" F5 D
作者简介
1 h$ t" w: _7 l, @$ k: o Naeem Siddiqi is a Business Solution Specialist-Risk with SAS Canada.?He has over ten years experience in credit risk management, both as a consultant and as a user at financial institutions. As a risk manager, he has developed account acquisition and account management strategies for various retail credit products such as credit cards, lines of credit, loans and mortgages. As a risk management consultant, Siddiqi has developed credit risk scorecards for clients and designed and implemented application processing systems. At SAS, he has played a key role in the development of SAS Credit Scoring, and continues to provide worldwide support for this initiative. His responsibilities range from pre-sales support to consultancy for various projects. He is the author of a paper on the development and implementation of credit risk scorecards, and is a frequent speaker at credit risk topics.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.! I% Y' R, g0 m Q- i2 z8 c, Y3 J
目录7 l0 ~, q' C6 Q# Y9 Z! j' P
Cover
5 d a4 Z/ i3 Z Contents
0 d9 Q0 j( F0 b, r Title. @9 f% i8 V4 u- N0 u" ?# p- E
Copyright
, |3 b7 w( w4 j% ^" V5 G Dedication k9 _8 G4 e% ~4 L5 u
Acknowledgments
( Y3 \( d9 E0 n) R4 _' s6 G Chapter 1: Introduction: \0 z* R) Z s) z z. W
Scorecards: General Overview9 c2 {7 N7 E6 T# v$ t6 ~# q5 s
Chapter 2: Scorecard Development: The People and the ProcessScorecard Development Roles
8 C/ r- z. H- e n2 E9 _ Intelligent Scorecard Development
/ \ q3 R( G$ O/ Q" d0 }. }; W' q Scorecard Development and Implementation Process: OverviewChapter 3: Scorecard Development Process, Stage 1: Preliminaries and PlanningCreate Business Plan: ^, N6 u) N( r; ?0 ?
Create Project Plan5 c. y; p. s. c' x0 G4 A3 U
Why “Scorecard” Format?, Z% l& h0 O- c2 o5 p) v3 c
Chapter 4: Scorecard Development Process, Stage 2: Data Review and Project ParametersData Availability and Quality( e2 i/ [6 {) D4 q" T
Data Gathering for Definition of Project ParametersDefinition of Project Parameters* z, G/ z7 _, K0 z r; {9 e
Segmentation2 h& A( [4 C3 K3 o1 @, {( R
Methodology2 M+ }& M' e' ~' A: U2 U
Review of Implementation Plan
/ Q/ U; j. g7 X( f( c Chapter 5: Scorecard Development Process, Stage 3: Development Database CreationDevelopment Sample Specification
- U/ J7 i! }: B7 D: d$ _1 J Sampling; y- f" a/ k, o1 z- c
Development Data Collection and ConstructionAdjusting for Prior Probabilities
! X+ p+ g. H% g/ x, W Chapter 6: Scorecard Development Process, Stage 4: Scorecard DevelopmentExplore Data, |0 A- r7 N9 K/ O$ ]# e
Missing Values and Outliers, N/ c! A7 l& W: Q
Correlation
! |4 p) l+ G) J1 N/ |; W Initial Characteristic Analysis- x: Z! o; D4 n: t9 h8 b. o' A8 }
Preliminary Scorecard0 r! k- Y& C& q+ c
Reject Inference
' l: t8 F' |" h; f, ^& U: J3 D Final Scorecard Production4 @5 `# y, A I5 }
Choosing a Scorecard$ z2 T7 G+ ^6 ~0 E! U7 }3 \
Validation% ^# O8 `! N- v& v
Chapter 7: Scorecard Development Process, Stage 5: Scorecard Management ReportsGains Table H' M5 |# J5 C. R9 G" r4 I/ s9 A
Characteristic Reports
' P4 e% b1 c) b Chapter 8: Scorecard Development Process, Stage 6: Scorecard ImplementationPreimplementation Validation7 l+ }; O* r: c) F, A3 y1 \0 ]
Strategy Development- {; m/ ?9 h% P, H; }9 ~7 e* n
Chapter 9: Scorecard Development Process, Stage 7: PostimplementationScorecard and Portfolio Monitoring ReportsReview
0 x* Y; o1 w. h% j3 N Bibliography8 a0 _, P3 d8 v7 k
Index
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