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ModelValidation

Accuracy Ratio

This project aims to calculate the Accuracy Ratio (AR) for quantitative and qualitative variables.

Data

The data are provided in the data folder. Beware, that the raw initial data is not used. The new (transformed) dataset is used.

The differences are as follows:

  • The types of the companies changed from Cyrillic letters to Latin: G for good companies (which have not defaulted), and D for defaulted companies
  • The type of the company was separated from the name of the company and saved in a variable type
  • The dot . instead of comma , is used to separate fractional parts of a number
  • Unnecessary commas at the end of each line were deleted

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Validating credit risk models

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