i) Count Bads 684 38 659 26 724 19 861 19 757 11 315 3 Grand Total 4000 116 ii) Age Group 18-23 24-29 30-36 37-44 45-53 54+ Before running the model, Sean needs your help with the following issues. Find the Weight of Evidence (WOE) and Information value for each of the age groups. Interpret the above results and provide and provide a mathematical framework for modelling the above. Goods 646 633 705 842 746 312 3884
i) Count Bads 684 38 659 26 724 19 861 19 757 11 315 3 Grand Total 4000 116 ii) Age Group 18-23 24-29 30-36 37-44 45-53 54+ Before running the model, Sean needs your help with the following issues. Find the Weight of Evidence (WOE) and Information value for each of the age groups. Interpret the above results and provide and provide a mathematical framework for modelling the above. Goods 646 633 705 842 746 312 3884
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Consider the following questions on credit risk
a) Describe the Basel II framework and its drawbacks
b) Sean who is a credit risk analyst has come up with the following counts of good andbadcredit score models.
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