Software

Credit risk scorecard monitoring is becoming increasingly important for Basel compliance. It is essential to know how your scorecards are performing through time and if they require recalibrating or rebuilding.

Insight into your scorecard performance can now be instantly achieved with the Tiberius Scorecard Monitor.

Simply load in the data (score,good/bad flag and cohort) and get an instant indication of performance with measures such as the gini and K-S coefficients. Automatically recalibrate to standard odds with the click of a mouse.

The scorecard monitor can also be used to evaluate any binary classification model, not just scorecards.

For more details please visit

http://www.philbrierley.com