Page 201 - 信用評等模型12堂課-以消費金融為例

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■ 訓練組 (Development Sample)

20 風險等級
人數 累積 累積
好壞比 K-S Gini
占比 好件比例 壞件比例
0.50% 0.32 0.12% 31.87% 31.72% 0.02%
0.51% 3.69 0.51% 41.20% 40.69% 0.14%
1.02% 7.43 1.41% 51.84% 50.43% 0.42%

2.99% 13.69 4.21% 69.75% 65.55% 1.70%
3.03% 25.03 7.14% 80.01% 72.87% 2.19%
2.56% 37.55 9.65% 85.88% 76.23% 2.08%
4.39% 79.87 14.03% 90.68% 76.65% 3.86%
3.09% 147.93 17.12% 92.51% 75.39% 2.83%
2.92% 204.78 20.06% 93.77% 73.71% 2.74%
3.02% 251.40 23.10% 94.83% 71.73% 2.87%
5.42% 416.30 28.57% 95.98% 67.41% 5.22%
7.69% 583.63 36.34% 97.15% 60.81% 7.50%
3.96% 771.85 40.34% 97.61% 57.26% 3.90%
8.37% 1,225.62 48.82% 98.21% 49.39% 8.30%
6.18% 1,246.78 55.07% 98.65% 43.58% 6.15%

1.06%
1.05% 1 1,658.50 66.25% 99.24% 32.99% 1
8.67% 2,674.59 75.04% 99.53% 24.50% 8.73%
8.10% 3,392.42 83.25% 99.74% 16.50% 8.18%
6.68% 4,893.39 90.01% 99.86% 9.85% 6.75%
9.85% 6,418.89 100.00% 100.00% 0.00% 9.98%
100% 76.65% 89.28%