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Credit Risk
jeffjiang0831
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信用评分卡模型总结
https://zhuanlan.zhihu.com/p/79741011原创 2019-12-12 18:16:51 · 421 阅读 · 0 评论 -
Convert PD to Score
Score Card Definition (Part 1)Prob of customer default (PD):p(Y=1∣x)=pp(Y=1|x) = pp(Y=1∣x)=pProb of customer not default:p(Y=0∣x)=1−pp(Y=0|x) = 1-pp(Y=0∣x)=1−pOdds, bad/good:odds=p1−podds =...原创 2019-10-31 10:40:26 · 140 阅读 · 0 评论