Retail Credit Scoring Models –

Day 1 – Altman ZScore Model, Linear dicriminant Function, K nearest neighbor, Support Vector Machine, Clustering, Linear Probit Regression, Decision Trees.

Day 2 – Building Scorecards (Weight of Evidence coding, Information Value & Logistic Regression), Checking Scorecards using ROC, KS Test, Gains & Gini Coefficient, Chi Square goodness of fit tests.