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 considered:
- 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 developed a credit scoring model for the proposed data sample using the R package using the classical approach and determined credit strategies.
This seminar was useful both to those who participate in our series of seminars for the first time, and to those who participated in our previous seminar “Modeling Credit Risk in R” (09/25/18), as they will deepen their knowledge in such areas as general scoring methodology; approaches to the selection of variables and improving the quality of the model; validation and calibration of scoring models; implementation issues and business strategies; specifics of application and behavioral scoring.
The seminar was also useful for fulfilling the requirements of the NBU Resolution No 64 regarding Models and Credit Risk.
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