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Credit Default Modeling at Taiwan International Bank

Published 11 Jan 2022
Reference 6722
Industry Banking
Region Asia
Summary

The credit card unit of a commercial bank needs to come up with a data-driven model to predict which credit customers will default.

Teaching objectives

1. Understand how to use supervised machine learning methods and available data to make business decisions; 2. Understand how to apply classification modeling in relevant business applications, in particular credit default; 3. Apply several machine learning methods for predictive modeling in business applications; 4. Learn how to train, validate and test a predictive model; 5. Learn how to apply feature engineering in business decision making; 6. Implement several machine learning methods and classification modeling with code.

Keywords
  • Credit default
  • Credit cards
  • Consumer loans
  • Machine learning
  • Classification
  • Analytics
  • AI
  • Predictive analytics
  • Prescriptive analytics
  • Training and validation
  • Feature engineering
  • Supervised learning
  • Q12022
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