Jung, K M; Thomas, L C; So, M M-C - In: Journal of the Operational Research Society 64 (2013) 9, pp. 1299-1306
This note points out that the ability of credit scorecards to separate Goods from Bads changes over time. A simple way of dealing with such changes is to adjust the cut-off scores being used. These adjustments can be made by using the score to log odds relationship which is regularly monitored....