Credit risk analysts dig into detail and piece together the unexpected. We determine appropriate remedial actions and communicate them effectively. It’s what we do.
But things don’t always go smoothly, so we need to make sure we understand the basics first.
Most credit risk analysts learn on the job, with little external material or support.
That’s where this book comes in.
Carolyn Röhm has identified the core elements of retail credit risk analysis and broken them into first principles. She firmly believes that once analysts understand these, they can address every problem, challenge and curve ball.
It’s a Risky Business is a field guide that will enable analysts to make intuitive leaps, understand, analyse and recommend appropriate actions and identify opportunities.
Written for those at the start or early in their careers, this book provides a solid understanding of all things related to retail consumer credit risk analytics. From that point onwards, it is up to you to put the skills into practice. And if you need further help, talk to Carolyn.
May the odds be ever in your favour!
สารบัญ
Introduction
What is retail consumer credit risk analytics?
Why is retail consumer credit risk analytics important?
How to use this book
Module 0: Analytics Basics
001: Importing data
002: Exploratory data analysis
003: Data validations
004: Additional considerations
Module 1: Credit Risk Analytics Fundamentals
101: Policy rules vs business rules
102: Good/bad definition
103: Using scorecards
104: Interpreting scores
105: Tilt by risk
106: Clean testing
107: Decline overrides
108: Auto-decisioning
109: Recency vs delinquency vs days past due
110: Adverse selection
Module 2: Credit Risk Essentials
201: Observation and performance windows
202: ‘Breaking’ scorecards
203: Transition matrices
204: Calculating theoretical breakeven odds
205: Comprehensive credit bureau information
206: Strategy Monitoring
Module 3: Advanced Credit Risk Analytics
301: Vintage analysis
302: Joint odds matrix
303: What-if analysis
304: Recovery curves
305: Estimating gross charge-off using Markov chains
306: Sample size
307: Assessing the impact of policy and business rules
308: Evaluating profitability
I can do retail consumer credit risk analytics, so what?
Now what?
About the author
Glossary
References
Index
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Carolyn Röhm knows what she’s talking about. With more than twenty years as an analyst across leading banks and financial services organisations in South Africa, New Zealand and Australia, her expertise covers the full spectrum of consumer lending.
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