The purpose of the seminar is to provide the fundamentals of the traditional approach to the development of credit scoring systems using the R package.
In the framework of this seminar we will consider:
- general methodology of application and behavioral credit scoring using the classical approach;
- preliminary data processing and the formation of a training sample;
- approaches to the choice of variables;
- building and testing a regression model;
- monitoring, validation and calibration of scoring models and reporting system;
- issues of implementing business strategies - cut-off points, limit strategies.
As a result of the seminar, participants will develop a credit scoring model for the proposed data sample using the R package using the classical approach and determine credit strategies.