The University of Adelaide CENTRE FOR AUTOMOTIVE SAFETY RESEARCH

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TitleROC analysis in credit scoring and credit judgement
AuthorsHutchinson TP
Year2006
TypeJournal Article
AbstractRelative operating characteristic (ROC) analysis is useful in the context of (global) judgments about whether or not to grant credit. But scepticism is expressed about its relevance when detailed scores of creditworthiness are available.
Journal TitleJournal of Database Marketing and Customer Strategy Management
Journal Volume (Issue)13(3)
Page Range182-185
Page Count5

Reference
Hutchinson TP (2006) 'ROC analysis in credit scoring and credit judgement', Journal of Database Marketing and Customer Strategy Management, 13(3), pp 182-185.