Credit Risk GLM

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Prediction
Batch
Model
Charts

Client Features

Numeric Features
24
Loan duration in months
2556
Loan amount in EUR
2
Installment rate (1-4)
3
Present residence since (1-4)
35
Applicant age in years
1
Active credits count
1
Number of dependants
Categorical Features
Status of existing checking account
Credit history quality
Purpose of the loan
Savings account balance
Present employment since
Personal status and sex
Other debtors / guarantors
Property type owned
Other installment plans
Housing situation
Employment qualification
Registered telephone

Prediction Result

0%
Default Probability
-
Probability
-
Predicted Class
-
Confidence

Batch Data

Max 1000 records per batch

Batch Results

# Probability Class Confidence Risk Level

Model Information

Status
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Feature Coefficients

Feature Coefficient Odds Ratio P-Value Significant
Distribution
Performance
Classification
Link Functions
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Score Distribution Function (ECDF)

Score Density Functions with Optimal Threshold

Score Distribution by Class (Boxplot)

ROC Curve

Precision and Recall vs Decision Threshold

Confusion Matrix

0.50
-
Precision
-
Recall
-
F1 Score

Logit, Probit and Log-Log Curves