Page 202 - 信用評等模型12堂課-以消費金融為例

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■ 測試組 (Hold-Out Sample)

20 風險等級
累積 累積
人數占比 好壞比 K-S Gini
好件比例 壞件比例
0.52% 0.3 0.12% 33.73% 33.61% 0.02%
0.49% 3.53 0.50% 43.28% 42.78% 0.15%
0.98% 8.96 1.38% 51.98% 50.60% 0.42%
3.04% 14.09 4.23% 69.80% 65.57% 1.73%
2.99% 12.39 7.12% 80.68% 73.56% 2.17%
2.65% 42.74 9.73% 86.06% 76.33% 2.18%

4.53% 82.54 14.23% 90.87% 76.64% 3.99%
3.12% 145.82 17.36% 92.76% 75.41% 2.87%
2.82% 226.5 20.20% 93.87% 73.67% 2.65%
3.10% 383.33 23.32% 94.58% 71.26% 2.94%
5.58% 347.96 28.95% 96.01% 67.06% 5.36%
7.63% 561.06 36.66% 97.22% 60.56% 7.45%
4.18% 870.23 40.89% 97.65% 56.76% 1% 4.1
8.29% 1382.45 49.27% 98.18% 48.91% 8.21%
187.88
6.17% 1 55.52% 98.65% 43.13% 6.15%
10.86% 1942.28 66.51% 99.14% 32.63% 10.87%
8.60% 1793.89 75.22% 99.57% 24.35% 8.65%
8.20% 4105.51 83.53% 99.75% 16.22% 8.28%
6.68% 4186.94 90.30% 99.89% 9.59% 6.76%
9.57% 7996.67 100.00% 100.00% 0.00% 9.70%
100% 76.64% 89.33%