USING THE GINI COEFFICIENT TO BUILD A CREDIT SCORING MODEL
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Date
2021
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СДУ хабаршысы - 2021
Abstract
Abstract. The credit scoring model is widely used to predict the likelihood of a customer default. To measure the quality of such scoring models, you can use quantitative indicators such as the GINI index, KolmogorovSmirnov (KS) statistics, Lift, Mahalanobis distance, information statistics. This article discusses and illustrates the practical use of the GINI index.
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Keywords
Credit scoring, Fair Isaac Corporation (FICO), GINI, Probability of default (PD), Capital assistance program (CAP), Receiver operating characteristic (ROC), Area under the ROC curve (AUC), Confusion matrix, True Positive Ratio, True False Positive Ratio, СДУ хабаршысы - 2021, №2
Citation
N. Sultanova , A. Tulegenova , B. Suleimen / USING THE GINI COEFFICIENT TO BUILD A CREDIT SCORING MODEL / СДУ хабаршысы - 2021