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    Heloc Data Dictionary-2

    Uploaded by

    JackDunn
    The document describes variables used in credit risk modeling, including their names, descriptions, and monotonicity constraints with respect to the probability of bad credit risk. It provides details on the meaning of values for the MaxDelq2PublicRecLast12M and MaxDelqEver variables.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd

    Heloc Data Dictionary-2

    Uploaded by

    JackDunn
    123 views4 pages
    The document describes variables used in credit risk modeling, including their names, descriptions, and monotonicity constraints with respect to the probability of bad credit risk. It provides details on the meaning of values for the MaxDelq2PublicRecLast12M and MaxDelqEver variables.

    Original Description:

    Heloc Data Dictionary-2

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    © © All Rights Reserved

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    XLSX, PDF, TXT or read online from Scribd

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    The document describes variables used in credit risk modeling, including their names, descriptions, and monotonicity constraints with respect to the probability of bad credit risk. It provides details on the meaning of values for the MaxDelq2PublicRecLast12M and MaxDelqEver variables.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    123 views4 pages

    Heloc Data Dictionary-2

    Uploaded by

    JackDunn
    The document describes variables used in credit risk modeling, including their names, descriptions, and monotonicity constraints with respect to the probability of bad credit risk. It provides details on the meaning of values for the MaxDelq2PublicRecLast12M and MaxDelqEver variables.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 4
    At a glance
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    The text describes various risk variables used in credit risk modeling like number of trades, delinquencies, inquiries, utilization ratios, etc.

    Some of the variables described include number of satisfactory trades, months since most recent delinquency, number of trades open in last 12 months, number of inquiries in last 6 months, revolving and installment balances and trades.

    The numbers in MaxDelq2PublicRecLast12M represent different delinquency categories - 0 for no derogatory comment, 1 for 120+ days delinquent, 2 for 90 days delinquent, 3 for 60 days delinquent and 4 for 30 days delinquent.

    Variable Names Description

    Paid as negotiated flag (12-36 Months). String of Good


    RiskPerformance and Bad
    ExternalRiskEstimate Consolidated version of risk markers
    MSinceOldestTradeOpen Months Since Oldest Trade Open
    MSinceMostRecentTradeOpenMonths Since Most Recent Trade Open
    AverageMInFile Average Months in File
    NumSatisfactoryTrades Number Satisfactory Trades
    NumTrades60Ever2DerogPubRNumber Trades 60+ Ever
    NumTrades90Ever2DerogPubRNumber Trades 90+ Ever
    PercentTradesNeverDelq Percent Trades Never Delinquent
    MSinceMostRecentDelq Months Since Most Recent Delinquency
    MaxDelq2PublicRecLast12M Max Delq/Public Records Last 12 Months. See tab "MaxD
    MaxDelqEver Max Delinquency Ever. See tab "MaxDelq" for each cate
    NumTotalTrades Number of Total Trades (total number of credit account
    NumTradesOpeninLast12M Number of Trades Open in Last 12 Months
    PercentInstallTrades Percent Installment Trades
    MSinceMostRecentInqexcl7dayMonths Since Most Recent Inq excl 7days
    NumInqLast6M Number of Inq Last 6 Months
    NumInqLast6Mexcl7days Number of Inq Last 6 Months excl 7days. Excluding the l
    NetFractionRevolvingBurden Net Fraction Revolving Burden. This is revolving balance
    NetFractionInstallBurden Net Fraction Installment Burden. This is installment ba
    NumRevolvingTradesWBalanceNumber Revolving Trades with Balance
    NumInstallTradesWBalance Number Installment Trades with Balance
    NumBank2NatlTradesWHighUtilNumber Bank/Natl Trades w high utilization ratio
    PercentTradesWBalance Percent Trades with Balance

    *For a more detailed example of the monotonicity contraint, please see the "challenge rules" page
    Monotonicity Constraint
    (with respect to probability
    of bad = 1) Role

    target
    Monotonically Decreasing predictor
    Monotonically Decreasing predictor
    Monotonically Decreasing predictor
    Monotonically Decreasing predictor
    Monotonically Decreasing predictor
    Monotonically Increasing predictor
    Monotonically Increasing predictor
    Monotonically Decreasing predictor
    Monotonically Decreasing predictor
    Values 0-7 are monotonically decrpredictor
    Values 2-8 are monotonically decrpredictor
    No constraint predictor
    Monotonically Increasing predictor
    No constraint predictor
    Monotonically Decreasing predictor
    Monotonically Increasing predictor
    Monotonically Increasing predictor
    Monotonically Increasing predictor
    Monotonically Increasing predictor
    No constraint predictor
    No constraint predictor
    Monotonically Increasing predictor
    No constraint predictor

    e "challenge rules" page


    MaxDelq2PublicRecLast12M
    value meaning
    0 derogatory comment
    1 120+ days delinquent
    2 90 days delinquent
    3 60 days delinquent
    4 30 days delinquent
    5, 6 unknown delinquency
    7 current and never delinquent
    8, 9 all other

    MaxDelqEver

    value meaning
    1 No such value
    2 derogatory comment
    3 120+ days delinquent
    4 90 days delinquent
    5 60 days delinquent
    6 30 days delinquent
    7 unknown delinquency
    8 current and never delinquent
    9 all other
    -9 No Bureau Record or No Investigation
    -8 No Usable/Valid Trades or Inquiries
    -7 Condition not Met (e.g. No Inquiries, No Delinquencies)

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