资源描述：
《scoring and modelling chp8》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、ScoringandModelingVIII.SCORINGANDMODELINGScoringandmodeling,whetherinternallyorexternallydeveloped,areusedextensivelyincreditcardlending.Scoringmodelssummarizeavailable,relevantinformationaboutconsumersandreducetheinformationintoasetoforderedcategories(scores)thatforetellanoutco
2、me.Aconsumer’sscoreisanumericalsnapshotofhisorherestimatedriskprofileatthatpointintime.Scoringmodelscanofferafast,cost-efficient,andobjectivewaytomakesoundlendingdecisionsbasedonbankand/orindustryexperience.But,aswithanymodelingapproach,scoresaresimplificationsofcomplexreal-worl
3、dphenomenaand,atbest,onlyapproximaterisk.Scoringmodelsareusedformanypurposes,including,butnotlimitedto:•Controllingriskselection.•Translatingtheriskofdefaultintoappropriatepricing.•Managingcreditlosses.•Evaluatingnewloanprograms.•Reducingloanapprovalprocessingtime.•Ensuringthate
4、xistingcreditcriteriaaresoundandconsistentlyapplied.•Increasingprofitability.•Improvingtargetingfortreatments,suchasaccountmanagementtreatments.•Assessingtheunderlyingriskofloanswhichmayencouragethecreditcardbackedsecuritiesmarketbyequippinginvestorswithobjectivemeasurementsfora
5、nalyzingthecreditcardloanpools.•Refiningsolicitationtargetingtominimizeacquisitioncosts.Creditscoringmodels(alsotermedscorecardsintheindustry)areprimarilyusedtoinformmanagementfordecisionmakingandtoprovidepredictiveinformationonthepotentialfordelinquencyordefaultthatmaybeusedint
6、heloanapprovalprocessandriskpricing.Further,creditriskmodelsoftenusesegmentdefinitionscreatedaroundcreditscoresbecausescoresprovideinformationthatcanbevitalindeployingthemosteffectiveriskmanagementstrategiesandindeterminingcreditcardlossallowances.Erroneous,misused,misunderstood
7、,orpoorlydevelopedandmanagedscoringmodelsmayleadtolostrevenuesthroughpoorcustomerselection(creditrisk)orcollectionsmanagement.Therefore,anexaminer’sassessmentofcreditriskandcreditriskmanagementusuallyrequiresathoroughevaluationoftheuseandreliabilityofthemodels.Themanagementcompo
8、nentratingmayalsobeinfluencedifgovernanceproced
