Build Credit Scorecard

Engineer, calibrate, and validate regulatory-compliant retail credit risk scorecards using monotonic Weight of Evidence (WOE) transformations, Information Value (IV) filtering, and Points to Double Odds (PDO) scaling.

When to Use

• Developing retail loan origination, credit card, or SME default risk scorecards
• Transforming continuous and categorical predictors into strictly monotonic WOE bins
• Filtering candidate risk drivers using regulatory IV thresholds and VIF collinearity checks
• Calibrating logistic regression model log-odds into integer score scales via PDO parameters
• Monitoring post-deployment score distribution drift using Population Stability Index (PSI)

Core Rules