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| 신용 점수화 (스코어카드, WoE/IV)× | Altman Z-Score: 기업 파산 예측× | |
|---|---|---|
| 분야 | 재무학 | 재무학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 1997 | 1968 |
| 창시자≠ | Hand & Henley; Thomas, Edelman & Crook | Edward Altman |
| 유형≠ | Supervised binary classification model | Multiple discriminant analysis scoring model |
| 원전≠ | 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. DOI ↗ | Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The Journal of Finance, 23(4), 589–609. DOI ↗ |
| 별칭 | Credit Scorecard, Application Scoring, Behavioural Scoring, Kredi Skorlama | Altman's Z-Score Model, Multiple Discriminant Analysis Bankruptcy Model, Z-Score Financial Distress Model, Altman Z-Skoru |
| 관련 | 3 | 3 |
| 요약≠ | 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. | The Altman Z-Score is a linear discriminant model developed by Edward I. Altman in 1968 to predict corporate bankruptcy using five accounting-based financial ratios. Derived through multiple discriminant analysis on a matched sample of 66 US manufacturing firms, the model combines liquidity, profitability, leverage, solvency, and activity ratios into a single composite score that classifies firms as financially sound, distressed, or in a grey zone. |
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