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Creditscore
- 1. Credit Scoring Development and Methods James Marinopoulos Head of Retail Decision Model
- 3. Risk Families We are managing different groups of Risk
- 5. RDM Structure and Responsibilities Relationship Developments Change Requests Systems Ongoing Validations Monitoring Data Analysis
- 6. Presentation Topics Scorecard Modelling Business Objectives World Banks Monitoring Future Direction Overview of scoring
- 11. Scorecard points (example) Residential status Owner Renter LWP/Other +25 -30 +10 Time in employment (years) <2 3-4 5-6 7+ 2 10 15 25 Total monthly income 0 <$500 <$1000 <$1500 <$2000 <$3000 >$3000 0 15 25 31 37 43 48 Total defaults No Defaults 1 2+ 0 -70 -250
- 13. Presentation Topics Overview of scoring Business Objectives World Banks Monitoring Future Direction Scorecard Modelling
- 27. Presentation Topics Overview of scoring Scorecard Modelling World Banks Monitoring Future Direction Business Objectives
- 30. Presentation Topics Overview of scoring Scorecard Modelling Business Objectives Monitoring Future Direction World Banks
- 32. World Banks UK Banks AUS Banks
- 34. Credit Scoring & Bureaus Around the World “We are not alone!” B B B B B B B
- 38. Presentation Topics Overview of scoring Scorecard Modelling Business Objectives World Banks Future Direction Monitoring
- 40. Loan Approval/Declines by Score Approva/Declinal Rates by Score 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% <=500 501-550 551-600 601-650 651-700 701-750 751-800 801-850 851-900 901-950 951-1000 >1000 Score Bands Percentages Auto Declined Manually Declined Manually Approved Auto Approved
- 45. Presentation Topics Overview of scoring Scorecard Modelling Business Objectives World Banks Monitoring Future Direction
- 48. Three Portfolio Dimensions: Volume, Loss, and Profit low high high E [ Profit ] E [ Volume ] E [ Losses ] Low cutoffs High cutoffs
- 49. Efficient Frontiers in two dimensions OP High Cutoffs E[Volume] E[Loss] Low Cutoffs 0.6 0.0 0.2 Low Cutoffs High Cutoffs E[Profit] E[Loss] OP 0.9 0.6 0.0 0.2 0.6 High Cutoffs Low Cutoffs OP E[Volume] E[Profit] 0.6 0.2 0.2 0.9 Efficient Frontier
- 50. Improved portfolio performance OP High Cutoffs E[Volume] E[Loss] Low Cutoffs 0.6 0.0 0.2 Low Cutoffs High Cutoffs E[Profit] E[Loss] OP 0.9 0.6 0.0 0.2 0.6 High Cutoffs Low Cutoffs OP E[Volume] E[Profit] 0.6 0.2 0.2 0.9 Single Score Combined Scores Single Score Combined Scores Single Score Combined Scores Efficient Frontier