Credit Risk Management Based on Data Mining - From CRAFT Scoring Model Web Site to Sales Risk Management System

摘要

Toshiba has developed a default model built on 20,000 company data with the Center for Research in Advanced Financial Technology (CRAFT). This model has two significant features: stability of the results, and capability to modify results according to economic fluctuations. A credit risk evaluation tool containing this model has been put on a Web site. This is the only free site where a default model built on such a large amount of data can be used. Toshiba has also commercialized this model as a sales risk management system by adding portfolio management functions.