White Paper. A Brief Comparison
of Scorecard
Predictive
Metrics.
White Paper. A Brief Comparison of Scorecard Predictive Metrics.
Because not everyone is familiar with the same credit scoring metrics, it is useful to understand how they are related to one another.
To this end, we consider four of the most common scorecard metrics: the Kolmogorov-Smirnov (KS) statistic, the Gini coefficient, the Information Value, and the Divergence. Our primary aim is to indicate a “typical” Gini coefficient for a given KS value.
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