Credit Default Risk Dashboard

Move the flag threshold and the risk metrics recompute from the model scores. Sample: the first 200 accounts of ar_default_data.csv.

Default rate by payment status

Pick the flag threshold


Flagged accounts
Precision, the share of flagged accounts that defaulted
Recall, the share of actual defaults that get flagged
Expected cost (units)

Findings

Confusion counts at the current threshold

Score one account

Type an account's predictor values and score it through the same coefficients. Check it: Account B (1.4, 0.6, 1, 0, 0.1, 4) should show P(default) = 0.3735.