Export a credit risk scorecard model

Hi,

After building a credit risk scorecard (with PDO structure or just WOE) is there a way to export that scorecard into SQL or some "IF-THEN" statements. Genearlly this representation of the credit risk scorecard is needed to deployment into different systems. So the output woudl look something like:

If Balance >100 and Balance <200 then Balance_WOE = 0.245

etc etc. Essentially the final scorecard (binned) is exported into this ttype of IF THEN framework.

Any help will be greatly appreciated.

Thanks.

[Image Analyst]

Exactly what sort of software would read in and use this exported data? What format does it like/require?

If you have any more questions, then attach your data and code to read it in with the paperclip icon after you read this:

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[Ananya]

the code is attached.... this is what i woud like MATLAB to produce. atleast the top section that is just a code version of WOE for any variable thanks.

[Ananya]

can some one in MATLAB take a look at my qeustion. thanks

Answer 1

[Piyush Dubey]

Hi Ananya,

Credit risk score card can be exported to SQL using a basic workflow:

1. Extract Scorecard information: Including binning thresholds, weight of evidence (WOE) values and any transformation if performed
2. Threshold statements which will be automatically categorizing and creating custom columns depending on the IF-ELSE criterion
3. Transformation based on WOE
4. Combining and formation of list: This can be done using complex Object datatypes of SQL.
5. Adoption of truncating irrelevant impractical credit risk scores and handling out of range and missing variables
6. Exporting of data to SQL server

After the extraction and model building the following documentation can be followed to export data to SQL server using MATLAB:

https://www.mathworks.com/help/database/ug/database.odbc.connection.datainsert.html

Hope this helps.