Create and Analyze Compact Credit Scorecards

Creating compact credit scorecards, obtaining points and scores, probability of default using Risk Management Toolbox™

Tools for credit scorecard modeling are also available in Financial Toolbox™.

For information on developing credit scorecards, see Create Credit Scorecards (Financial Toolbox).

Objects

compactCreditScorecardCreate compactCreditScorecard object for a credit scorecard model

Functions

displaypointsReturn points per predictor per bin for a compactCreditScorecard object
scoreCompute credit scores for given dataset for a compactCreditScorecard object
probdefaultLikelihood of default for given dataset for a compactCreditScorecard object

Topics

compactCreditScorecard Object Workflow

This example shows a workflow for creating a compactCreditScorecard object from a creditscorecard object.

Validate the Quality of a Compact Credit Scorecard Model

This example shows the workflow for validating a compact credit scorecard model by assessing the CAP, ROC, and KS plots.