Consider the graph below showing (ROC) curves for two credit scoring models. The graph Model A is in orange (with shorter dashes) and the graph for Model B is in blue (with longe dashes). The Gini coefficient for each model is 66.75%. Comment on the performance of the models. Which would you recommend for use and why 100% 90% % Rejected Bads
Consider the graph below showing (ROC) curves for two credit scoring models. The graph Model A is in orange (with shorter dashes) and the graph for Model B is in blue (with longe dashes). The Gini coefficient for each model is 66.75%. Comment on the performance of the models. Which would you recommend for use and why 100% 90% % Rejected Bads
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Credit Scoring
Transcribed Image Text:Consider the graph below showing (ROC) curves for two credit scoring models. The graph for
Model A is in orange (with shorter dashes) and the graph for Model B is in blue (with longer
dashes). The Gini coefficient for each model is 66.75%.
Comment on the performance of the models. Which would you recommend for use and why?
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90%
% Rejected Bads
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% Rejected Goods
0%
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