Assessing the discriminatory power of credit scores
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References listed on IDEAS
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- Izabela Majer, 2006. "Application scoring: logit model approach and the divergence method compared," Working Papers 17, Department of Applied Econometrics, Warsaw School of Economics.
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More about this item
Keywords
credit rating; credit score; discriminatory power; sample selection; Gini coefficient; accuracy ratio;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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