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scorecard.md

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Scorecard

Introduction

A credit scorecard is a credit model for measuring individuals' creditworthiness. By quantifying the probability that a lender may display a defined behavior, scorecards represents the lender's creditworthiness in numeric credit score.

Scorecard module of FATE provides a score transformer which scales predict score(probability of default) to credit score with user-defined range and parameter values.

How to Use

  • params

  • method
    score method, currently only supports "credit"

  • offset
    score baseline, default 500

  • factor
    scoring step, when odds double, result score increases by this factor, default 20

  • factor_base
    factor base, value ln(factor_base) is used for calculating result score, default 2

  • upper_limit_ratio
    upper bound for odds, credit score upper bound is upper_limit_ratio * offset, default 3

  • lower_limit_value
    lower bound for result score, default 0

  • need_run
    Indicate if this module needs to be run, default True