Regression modelCredit risk
信用评分（评分卡、WoE/IV）
信用评分是一种统计技术，用于估计借款人违约金融义务的概率。通过使用证据权重（Weight of Evidence, WoE）分箱、信息值（Information Value, IV）变量选择和逻辑回归，它将原始申请人数据转换为一个单一的整数分数。评分卡框架由 Hand 和 Henley (1997) 正式提出，并由 Thomas、Edelman 和 Crook 进一步阐述，已成为银行、信贷和保险领域零售信贷风险评估的监管标准。
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来源
- 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: 10.1111/j.1467-985X.1997.00078.x ↗
如何引用本页
ScholarGate. (2026, June 2). Credit Scoring (Scorecards, WoE/IV). ScholarGate. https://scholargate.app/zh/finance/credit-scoring
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