Export a credit risk scorecard model

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Ananya
Ananya 2023-6-23
回答： Piyush Dubey 2023-7-25
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.
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Ananya
Ananya 2023-6-29
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
Ananya 2023-7-15
can some one in MATLAB take a look at my qeustion. thanks

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回答（1 个）

Piyush Dubey
Piyush Dubey 2023-7-25
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.

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