Roll Rate Analysis

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...

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...

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...

A Complete 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...

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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