Wiley Credit Risk Modeling using Excel and VBA Jun
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Preface xi
Some Hints for Troubleshooting xiii
1 Estimating Credit Scores with Logit 1
Linking scores, default probabilities and observed default behavior 1
Estimating logit coefficients in Excel 4
Computing statistics after model estimation 8
Interpreting regression statistics 10
Prediction and scenario analysis 13
Treating outliers in input variables 15
Choosing the functional relationship between the score and explanatory variables 19
Concluding remarks 23