Credit scoring, retail porfolio credit risk and decision making

信用评分（CS）代表统计校准和经验验证的预测模型，以评估向个人或企业提供信贷的风险。CS模型被北美所有主要金融机构所依赖。我开发了一个CS模型来评估贷款给新创办企业的风险。目前，这一模式已被多家大型银行采用。该知识产权已出售给一家拥有四名员工的加拿大企业。 我还开发了一个评分模型，用于预测早期基于IP的想法的商业化概率。该知识产权正在开发成一种商业服务，供技术转让办公室、风险投资家等使用，目前正在进行beta测试。我还研究了在数据缺失时估计CS模型的方法改进。未来的研究将为非传统应用开发新的评分模型，例如评估特许经营商和寻求风险投资的企业家。还将研究创新领域的专家（如风险投资家）如何在没有评分模型的情况下做出决策，以及评分模型如何提高专家决策的准确性。最后一个研究领域涉及零售信贷组合的投资组合风险估计。新的监管规定（巴塞尔II）迫使银行估计零售信贷组合的组合风险。但目前还没有经过充分研究的模型。我的贡献将在于研究应用的可能性，适当的修改，减少形式的商业风险模型开发的零售信贷组合。

Credit scoring (CS) represents statistically calibrated and empirically validated prediction models to assess the risk of providing credit to a person or a business. CS models are relied on by all major financial institutions in North America. I have developed a CS model to assess the risk of lending to newly started businesses. This model is now in use by several major banks. The Intellectual Property (IP) has been sold to a Canadian business with four employees.  I also developed a scoring model that predicts the probability of commercialization for early stage IP-based ideas. The IP is being developed into a business service for use by Technology Transfer Offices, Venture Capitalists and alike and is in beta tests. I have also conducted research on methodological improvements for estimating CS models when there are missing data. Future research will develop new scoring models for non-traditional applications such as the assessment of franchisees and entrepreneurs seeking venture capital. Work will also be conducted on how experts in the innovation domain (e.g. Venture Capitalists) make decisions in the absence of scoring models and how scoring models may improve on experts' decision making accuracy. A final area of research concerns estimation of portfolio risk for retail credit portfolios. Banks are becoming forced by new regulation (Basle II) to estimate portfolio risk for retail credit portfolios. But there are no well researched models currently available. My contribution will lie in researching the possibility of applying, with suitable modifications, reduced-form models developed for commercial risk to retail credit portfolios.