PD Scoring Calculator

Statistical scoring model. Probability of default from applicant attributes.

1. Inputs

Applicant Inputs

Loan Cycle k1

Nationality k2

Age k3

yrs

Gender k4

Model Settings

Low / Medium threshold 10.00%

0%50%100%

Medium / High threshold 25.00%

0%50%100%

Below the low threshold: auto-approval. Between thresholds: standard approval. Above the high threshold: detailed review or decline.

2. Calculation

Linear Score −1.8228 C + β₁k1 + β₂k2 + β₃k3 + β₄k4

Logistic Transform 0.1391 1 / (1 + e^−score)

Probability of Default 13.91% PD result

3. Result

Probability of Default

13.91%

Within the standard-approval band

Decision

Standard Approval

Applicant proceeds through the standard approval process.

Low Medium High

0% 10% 25% 100%

NOTE Scoring uses a logistic regression with regulatory-style coefficients. PD is the model output. Threshold sliders adjust the auto-approval, standard, and decline bands. Use this model for training purposes only.