quodly/risk/models/development

• credit scoring
• application scoring, behaviour scoring
• linear regression, discriminant analysis
• malahanobis distance
• divergence
• logistic regression
• linear, nonlinear programming
• classification trees, recursive partitioning
• profit scoring
• static approach
• risk reward matrix
• dynamic approach
• markov chain theory
• survival analysis
• proportional hazards models
• accelerated lifetime models
• portfolio credit risk
• split 1
• default mode (dm) models
• mark-to-market (mtm) models
• split 2
• static models
• dynamic models
• split 3
• structural form approach (contingent claim approach)
• vasicek model (asymptotic single risk factor (asrf) model)
• reduced form approach
• actuarial approach
• creditrisk+

• analytical approach: analytical loss distribution
• historical approach: empirical loss distribution
• simulation approach: monte carlo