Finance, Treasury and Credit Risk

Credit Scorecard Modelling

Develop practical capabilities in building credit scorecards from raw data.

2 daysUS$200 per delegate
Overview

What the programme covers

Build a complete credit scorecard from raw core banking and alternative data. You apply Weight of Evidence, test performance with ROC, KS and Gini, handle reject inference and cut-offs, and document the scorecard for governance sign-off.

Practical modelling with Python and AI-assisted development

Use AI tools, including Claude Code, to accelerate model development, testing and documentation.

Curriculum

What you will learn

01

Scorecard foundations

Understand the scorecard development framework

  • Scorecard use cases
  • Development lifecycle
  • Governance requirements
02

Data profiling and preparation

Profile and clean raw core banking and alternative data

  • Data profiling and quality checks
  • Missing values and outliers
  • Variable preparation
03

Scorecard development

Build an AI-assisted credit scorecard

  • Weight of Evidence transformation
  • Feature engineering
  • Logistic regression
  • AI-assisted modelling
04

Scorecard validation

Test whether the scorecard performs as expected

  • ROC, CAP, KS and Gini
  • Calibration
  • Testing and reconciliation
05

Reject inference and cut-off selection

Handle incomplete application data and set cut-offs

  • Reject inference techniques
  • Cut-off selection
  • Population stability
06

Deployment and documentation

Prepare the scorecard for governance sign-off

  • Deployment-ready output
  • Documentation standards
  • Testing and reconciliation
  • Governance sign-off
How you build it

The tools and the method

Claude Code, Codex and agentic AIBuild → Analyse → Model → Calibrate → Report
The principle

Use AI to speed up the build.

Use testing and reconciliation to prove the numbers.

Use scorecard expertise to make the judgement.

Who it is for

Built for these roles

  • Credit Risk Analysts
  • Scorecard Developers
  • Model Validation Staff
  • Governance Teams
What you leave with

You will have worked through a practical end-to-end AI-assisted scorecard build, from raw core banking and alternative data through Weight of Evidence transformation, calibration, validation and governance-ready documentation.

Programme details

The practical details

Duration2 days
DeliveryInstructor-led with live demonstrations and practical exercises
InvestmentUS$200 per delegate
Group bookings20% discount
PrerequisitesLaptop, working knowledge of credit risk and Excel
ToolsPython and AI-assisted development, including Claude Code
FacilitatorTafirei Mashamba, PhD
Next intakeAsk us for the next intake. We reply by email or WhatsApp.
Keep going

Related programmes

Need this built for your institution instead? See Credit Risk Modelling.

Ready to register?

Book your seat, or ask about training your whole team. Group bookings receive a 20% discount.