Credit Risk Scorecards Credit Risk Modeling 评分卡 KS AR

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The area under the CAP curve, known as the AUCAP, is then compared to that of the perfect or “ideal” model, leading to the definition of a summary index known as the accuracy ratio (AR) or the Gini coefficient

 

The Kolmogorov-Smirnov (KS) plot, also known as the fish-eye graph, is a common statistic used to measure the predictive power of scorecards.