Thanks Mr Justin,
 
The site indeed contains lots of articles. But my immediate query is What is the process of forming the credit scoring model i.e. how do you construct the credit scoring card and what are the steps one should follow?
 
As I need to meet the deadline, I need this information on top priority basis.
 

Saggak
 

--- On Tue, 14/10/08, justin bem <justin_bem@yahoo.fr> wrote:

From: justin bem <justin_bem@yahoo.fr>
Subject: Re : [R] (a) Credit Scoring models and (b) aceesing earlier emails
To: saggak1908@yahoo.co.in
Cc: "R Maillist" <r-help@stat.math.ethz.ch>
Date: Tuesday, 14 October, 2008, 3:04 PM





Go to this link http://defaultrisk.com/ you will find a lot about credit scoring


 Justin BEM
BP 1917 Yaoundé
Tél (237) 99597295
(237) 22040246




----- Message d'origine ----
De : saggak <saggak1908@yahoo.co.in>
À : r-help@r-project.org
Envoyé le : Mardi, 14 Octobre 2008, 9h11mn 53s
Objet : [R] (a) Credit Scoring models and (b) aceesing earlier emails

Hi!
 
I have been reading lots of queries regarding logistic regression as well as Credit scoring model and the related replies, which I must admit are full of wisdom and help us to understand where do we stand. The contributions of Frank E Harrell Jr, etc are invaluable. Incidentally I am also trying to work on Credit scoring model and initially I tried to use the multiple regression etc. and now I am using logistic regression using R.
 
I have two queries.
 
(a)            Can someone guide me as to how the credit score model should be developed step by step? I mean what are the steps involved in developing credit scorecard model? I have a sample database of 78000 bank customers and the period is April 2004 – March 2007 and I also have the their default / non – default position as on March 01, 2008. (There are 13756 defaulters). So using these defaulters (coded as 1)  / non defaulters (coded as 0) and using logistic regression, I have arrived at regression coefficients and then the Probability of default for each of these 78000 customers. Can someone guide me regarding the flow of credit scoring model? i.e. What are the steps involved in developing Credit scoring models? I don’t have access to the books, as these are most of the times very expensive and my organization being small and new, can’t afford buying them as of now. I hope you understand my problem.
 
(b)            If I want to refer to earlier mails (I have recently become member of this R group), how do I access these mails e.g. suppose I want to refer to all the mails dealing with logistic regression, how do I do it?
 
Saggak


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