השוואת שיטות

	דירוג אשראי (כרטיסי ניקוד, WoE/IV)	ניתוח דופונט
תחום	מימון	מימון
משפחה	Regression model	Regression model
שנת המקור	1997	2008
הוגה השיטה	Hand & Henley; Thomas, Edelman & Crook	DuPont Corporation; Soliman
סוג	Supervised binary classification model	Profitability decomposition framework
מקור מכונן	Hand, D. J., & Henley, W. E. (1997). Statistical classification methods in consumer credit scoring: a review. Journal of the Royal Statistical Society: Series A, 160(3), 523–541.	Soliman, M. T. (2008). The use of DuPont analysis by market participants. The Accounting Review, 83(3), 823–853.
כינויים	Credit Scorecard, Application Scoring, Behavioural Scoring, Kredi Skorlama	DuPont Decomposition, DuPont Identity, Return on Equity Decomposition, DuPont Analizi
קשורות	3	2
תקציר	Credit scoring is a statistical technique that estimates the probability that a borrower will default on a financial obligation. Using Weight of Evidence (WoE) binning, Information Value (IV) variable selection, and logistic regression, it converts raw applicant data into a single integer score. Formalized by Hand and Henley (1997) and elaborated by Thomas, Edelman, and Crook, the scorecard framework has become the regulatory standard for retail credit risk assessment in banking, lending, and insurance.	DuPont Analysis is a financial performance framework that decomposes Return on Equity (ROE) into three multiplicative components: net profit margin, asset turnover, and the equity multiplier. Originally developed by engineers at DuPont Corporation in the early 1920s, the method gained renewed academic prominence through Soliman (2008), who demonstrated that market participants exploit DuPont decompositions to forecast future earnings and to distinguish sustainable from transient profitability.