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Consumer Credit ModelsPricing, Profit and Portfolios$

Lyn C. Thomas

Print publication date: 2009

Print ISBN-13: 9780199232130

Published to Oxford Scholarship Online: May 2009

DOI: 10.1093/acprof:oso/9780199232130.001.1

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PRINTED FROM OXFORD SCHOLARSHIP ONLINE (www.oxfordscholarship.com). (c) Copyright Oxford University Press, 2017. All Rights Reserved. Under the terms of the licence agreement, an individual user may print out a PDF of a single chapter of a monograph in OSO for personal use (for details see http://www.oxfordscholarship.com/page/privacy-policy). Subscriber: null; date: 20 January 2017

(p.360) Appendices

(p.360) Appendices

Source:
Consumer Credit Models
Publisher:
Oxford University Press

A Scores and runbook example

Score

Number of Goods

Number of Bads

Marginal Odds

Number Cumulative Goods

Number Cumulative Bads

% Cumulative Goods

% Cumulative Bads

Cumulative odds

143

0

4

0.00

0

4

0.0%

0.5%

0.0

146

0

3

0.00

0

7

0.0%

0.8%

0.0

147-168

0

10

0.00

0

17

0.0%

1.9%

0.0

169

4

10

0.40

4

27

0.0%

3.1%

0.1

172

2

6

0.33

6

33

0.0%

3.7%

0.2

178

2

3

0.67

8

36

0.0%

4.1%

0.2

179-180

8

32

0.25

16

68

0.1%

7.7%

0.2

190-199

28

32

0.88

44

100

0.2%

11.3%

0.4

200-202

16

11

1.45

60

111

0.3%

12.6%

0.5

203-205

10

14

0.71

70

125

0.4%

14.2%

0.6

206-208

14

8

1.75

84

133

0.5%

15.1%

0.6

209-211

16

21

0.76

100

154

0.5%

17.4%

0.6

212-214

6

11

0.55

106

165

0.6%

18.7%

0.6

215-217

52

24

2.17

158

189

0.9%

21.4%

0.8

218-220

52

37

1.41

210

226

1.2%

25.6%

0.9

221-223

30

21

1.43

240

247

1.3%

28.0%

1.0

224-226

34

20

1.70

274

267

1.5%

30.2%

1.0

227-229

94

38

2.47

368

305

2.0%

34.5%

1.2

230-232

68

26

2.62

436

331

2.4%

37.5%

1.3

233-235

84

35

2.40

520

366

2.9%

41.4%

1.4

236-238

90

28

3.21

610

394

3.3%

44.6%

1.5

239-241

70

15

4.67

680

409

3.7%

46.3%

1.7

242-244

82

16

5.13

762

425

4.2%

48.1%

1.8

245-247

98

19

5.16

860

444

4.7%

50.3%

1.9

248-250

92

15

6.13

952

459

5.2%

52.0%

2.1

251-253

74

22

3.36

1026

481

5.6%

54.5%

2.1

254-256

158

32

4.94

1184

513

6.5%

58.1%

2.3

257-259

118

13

9.08

1302

526

7.1%

59.6%

2.5

260-262

210

40

5.25

1512

566

8.3%

64.1%

2.7

263-265

146

19

7.68

1658

585

9.1%

66.3%

2.8

266-268

156

17

9.18

1814

602

9.9%

68.2%

3.0

269-271

172

21

8.19

1986

623

10.9%

70.6%

3.2

272-274

306

18

17.00

2292

641

12.6%

72.6%

3.6

275-277

322

26

12.38

2614

667

14.3%

75.5%

3.9

278-280

166

11

15.09

2780

678

15.2%

76.8%

4.1

281-283

194

15

12.93

2974

693

16.3%

78.5%

4.3

284-286

172

19

9.05

3146

712

17.3%

80.6%

4.4

287-289

210

14

15.00

3356

726

18.4%

82.2%

4.6

290-292

238

10

23.80

3594

736

19.7%

83.4%

4.9

293-295

380

18

21.11

3974

754

21.8%

85.4%

5.3

296-298

462

11

42.00

4436

765

24.3%

86.6%

5.8

299-301

194

7

27.71

4630

772

25.4%

87.4%

6.0

302-304

318

10

31.80

4948

782

27.1%

88.6%

6.3

305-307

340

8

42.50

5288

790

29.0%

89.5%

6.7

308-310

306

7

43.71

5594

797

30.7%

90.3%

7.0

311-313

270

7

38.57

5864

804

32.2%

91.1%

7.3

314-316

310

7

44.29

6174

811

33.9%

91.8%

7.6

317-319

200

6

33.33

6374

817

35.0%

92.5%

7.8

320-322

508

7

72.57

6882

824

37.7%

93.3%

8.4

323-325

364

2

182.00

7246

826

39.7%

93.5%

8.8

326-328

362

6

60.33

7608

832

41.7%

94.2%

9.1

329-331

312

6

52.00

7920

838

43.4%

94.9%

9.5

332-334

390

6

65.00

8310

844

45.6%

95.6%

9.8

335-337

490

7

70.00

8800

851

48.3%

96.4%

10.3

338-340

376

3

125.33

9176

854

50.3%

96.7%

10.7

341-343

214

4

53.50

9390

858

51.5%

97.2%

10.9

344-346

386

2

193.00

9776

860

53.6%

97.4%

11.4

347-349

536

2

268.00

10312

862

56.6%

97.6%

12.0

350-352

360

2

180.00

10672

864

58.5%

97.8%

12.4

353-355

440

2

220.00

11112

866

60.9%

98.1%

12.8

356-358

370

3

123.33

11482

869

63.0%

98.4%

13.2

359-361

358

1

358.00

11840

870

64.9%

98.5%

13.6

362-364

414

1

414.00

12254

871

67.2%

98.6%

14.1

365-367

346

0

12600

871

69.1%

98.6%

14.5

368-370

264

2

132.00

12864

873

70.5%

98.9%

14.7

371-373

382

2

191.00

13246

875

72.6%

99.1%

15.1

374-376

274

1

274.00

13520

876

74.1%

99.2%

15.4

377-379

434

1

434.00

13954

877

76.5%

99.3%

15.9

380-382

310

0

14264

877

78.2%

99.3%

16.3

383-385

300

1

300.00

14564

878

79.9%

99.4%

16.6

386-388

224

0

14788

878

81.1%

99.4%

16.8

389-391

272

1

272.00

15060

879

82.6%

99.5%

17.1

392-394

222

0

15282

879

83.8%

99.5%

17.4

395-297

236

2

118.00

15518

881

85.1%

99.8%

17.6

398-400

208

0

15726

881

86.2%

99.8%

17.9

401-403

128

0

15854

881

86.9%

99.8%

18.0

404-406

356

1

356.00

16210

882

88.9%

99.9%

18.4

407-409

184

0

16394

882

89.9%

99.9%

18.6

410-412

140

0

16534

882

90.7%

99.9%

18.7

413-415

164

1

164.00

16698

883

91.6%

100.0%

18.9

416-418

210

0

16908

883

92.7%

100.0%

19.1

419-448

1074

0

17982

883

98.6%

100.0%

20.4

449-

252

0

18234

883

100.0%

100.0%

20.7

(p.361) B Southampton bank application data

(p.362)

Under 30

cc

yes 30-39

40-49

Over 50

Numbers

Two-dimensional marginal

Total numbers

One-dimensional marginal odds

g

b

g

b

g

b

g

b

Owner

g

50

110

110

200

470

23.5

570

19

b

3

5

5

7

20

30

Renter

g

40

10

15

55

120

4

150

3

b

9

4

3

14

30

50

Other

g

50

15

10

75

150

15

180

9

4

1

2

3

10

20

Numbers

140

16

135

10

135

10

330

24

800

1000

Two-dimensional marginal odds

8.75

13.5

13.5

13.75

cc

no

Under 30

30-39

40-49

Over 50

Numbers

g

b

g

b

g

b

g

b

Owner

g

15

15

35

35

100

10

b

2

3

3

2

10

Renter

g

13

10

2

5

30

1.5

b

7

10

1

2

20

Other

g

7

15

3

5

30

3

b

1

7

1

1

10

Numbers

35

10

40

20

40

5

45

5

200

Two-dimensional marginal odds

3.5

2

8

9

Total numbers

175

26

175

30

175

15

375

29

1000

One-dimensional marginal odds

6.730769

5.833333

11.66667

12.93103

cc

yes

no

g

b

g

b

popodds

Total numbers

740

60

160

40

9

One-dimensional marginal odds

12.33333 Three-dimensional marginal odds

4

cc

yes

Under 30

30-39

40-49

Over 50

Owner

16.66667

22

22

28.57143

Renter

4.444444

2.5

5

3.928571

Other

12.5

15

5

25

cc

no

Owner

7.5

5

11.66667

17.5

Renter

1.857143

1

2

2.5

Other

7

2.142857

3

5

(p.363) (p.364)