The purpose of the seminar is to provide the basics of the traditional approach to the development of behavioral credit scoring systems using the R package.
In the framework of this seminar we will consider:
- general methodology of behavioral credit scoring using the classical approach;
- preliminary data processing and the formation of a training sample;
- approaches to the choice of behavioral variables;
- building and testing a regression model;
- monitoring, validation and calibration of scoring models;
- issues of implementing business strategies.
As a result of the workshop, participants will develop a behavioral credit scoring model for the proposed data sample using the R package using the classic approach and determine credit strategies.
This seminar will be useful both to those who participate in our cycle of seminars for the first time, and to those who participated in our previous seminars on credit risk modeling, as they will gain new knowledge in the field of behavioral scoring models.
The seminar is also useful for fulfilling the requirements of the NBU Resolution No. 64 regarding Models and Credit Risk.
The seminar is also useful for fulfilling the requirements of the NBU Resolution No 64 regarding Models and Credit Risk.