APPLICATION, BEHAVIOR & COLLECTION SCORECARDS USING EXCEL & PYTHON

Description

Section 1 – Variable Exploration & Creating Data Dictionary
Section 2 – Banking Terminologies – Default Definition, Dependent Variable definition, Snapshot Data, Observation Period, Performance Period, Out- of-sample-validation, Out-of-time validation
Section 3 – Data Preparation – Creating the base dataset,creating derived variables and performing data quality checks
Section 4 – Segmentation Analysis: Identify segments which contains homogeneous pools of loans
Section 5 – Variable Selection: Information Value and Weight of Evidence
Section 6 – Model Development and Validation: Data splitting into Model development and validation datasets, Logistic Regression and Score calibration
Section 7 – Model Validation – Population Stability Index, Variable Density Index, Characteristics Stability Index,Divergence Index),
Section 8 – Hands-on on Python using actual Bank data