Intelligent credit scoring§building and implementing better credit risk scorecards

Intelligent Credit Scoring -- Contents -- Acknowledgments -- Chapter 1 Introduction -- Scorecards: General Overview -- Notes -- Chapter 2 Scorecard Development: The People and the Process -- Scorecard Development Roles -- Scorecard Developer -- Data Scientist -- Product or Portfolio Risk Manager/Credit Scoring Manager -- Product Manager(s) -- Operational Manager(s) -- Model Validation/Vetting Staff -- Project Manager -- IT/IS Managers -- Enterprise Risk/Corporate Risk Management Staff (Where Applicable) -- Legal Staff/Compliance Manager -- Intelligent Scorecard Development -- Scorecard Development and Implementation Process: Overview -- Notes -- Chapter 3 Designing the Infrastructure for Scorecard Development -- Data Gathering and Organization -- Creation of Modeling Data Sets -- Data Mining/Scorecard Development -- Validation/Backtesting -- Model Implementation -- Reporting and Analytics -- Note -- Chapter 4 Scorecard Development Process, Stage 1: Preliminaries and Planning -- Create Business Plan -- Identify Organizational Objectives and Scorecard Role -- Internal versus External Development and Scorecard Type -- Create Project Plan -- Identify Project Risks -- Identify Project Team -- Why "Scorecard" Format? -- Notes -- Chapter 5 Managing the Risks of In-House Scorecard Development -- Human Resource Risk -- Technology and Knowledge Stagnation Risk -- Chapter 6 Scorecard Development Process, Stage 2: Data Review and Project Parameters -- Data Availability and Quality Review -- Data Gathering for Definition of Project Parameters -- Definition of Project Parameters -- Exclusions -- Performance and Sample Windows and Bad Definition -- Effects of Seasonality -- Definition of Bad -- Dealing with Low-Default Portfolios -- Confirming the Bad Definition -- Good and Indeterminate -- Segmentation -- Experience-Based (Heuristic) Segmentation