In this article, we will cover what roll rate analysis is and how it is used in credit risk domain. Introduction to Roll Rate Analysis Rol...
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Credit Risk: Vintage Analysis
This tutorial explains the concept of vintage analysis and how it is used in banking. Vintage analysis is also called 'cohort' anal...
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Gini, Cumulative Accuracy Profile, AUC
In this article, we have covered how to calculate Gini Coefficient, Cumulative Accuracy Profile (CAP) and Area under Curve (AUC) of a predi...
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A Beginner's Guide to Credit Risk Modelling
This article explains basic concepts and methodologies of credit risk modelling and how it is important for financial institutions. In cred...
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Weight of Evidence and Information Value for Continuous Dependent Variable
In this post, we will cover how you can use Weight of Evidence (WOE) and Information Value (IV) when dependent variable is continuous. Inf...
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