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is there such a practice reject inference with portfolio management scorecard?

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is there such a practice reject inference with portfolio management scorecard?

I see reject inference with origination scorecards, but never with the subsequent scorecard for the portfolio.  Is that ever done?


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‎04-13-2016 08:05 AM
SAS Employee
Posts: 122

Re: is there such a practice reject inference with portfolio management scorecard?

[ Edited ]
Posted in reply to grezek_tcfbank_com
Yes, it was ever done with subsequent scorecard, or offers to existing accounts on the book. Yes, you are correct it is not that 'worth being talked about' like origination scorecards because the individual is already on the book and the behavior is much better observed than if the individual is not. Since the behavior is so rich, there is little benefit from 'inference'. Hope this helps? Thanks. Jason Xin

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‎04-13-2016 08:05 AM
SAS Employee
Posts: 122

Re: is there such a practice reject inference with portfolio management scorecard?

[ Edited ]
Posted in reply to grezek_tcfbank_com
Yes, it was ever done with subsequent scorecard, or offers to existing accounts on the book. Yes, you are correct it is not that 'worth being talked about' like origination scorecards because the individual is already on the book and the behavior is much better observed than if the individual is not. Since the behavior is so rich, there is little benefit from 'inference'. Hope this helps? Thanks. Jason Xin
Occasional Contributor
Posts: 16

Re: is there such a practice reject inference with portfolio management scorecard?

Jason, That's pretty much what I thought - thanks for following up on this. - George
SAS Employee
Posts: 122

Re: is there such a practice reject inference with portfolio management scorecard?

Posted in reply to grezek_tcfbank_com
When a customer is already on your book, the subject somehow is also interlaced with the question of whether you should build models on account level or individual level (like SSN). We know credit scores are per individual, not per account.
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