300
400
500
600
700
800
0
1000
2000
3000
4000
5000
6000
7000
0
20
40
60
80
100
1.3%
3.9%
23.6%
44.5%
26.6%
10.2%
25.1%
44.9%
14.9%
5.0%
T0
(300-385)
T1
(385-439)
T2
(439-549)
T3
(549-645)
T4
(645-850)
0
10
20
30
40
50
0
20
40
60
80
100
All Predictions (good/bad)
Actual Bad (ground truth)
Bad Rate
% of Population
% of Bad Customers
Bad Rate in Tranche
Credit Risk Tranche Analysis - Method 1
Credit Score
Risk Tranche
Customer Count
Bad Rate (%)
Percentage (%)
Bad Rate in Tranche (%)
Score Distribution with Risk Tranches
Risk Metrics by Tranche
Very High Risk
(300-385)
High Risk
(385-439)
Moderate Risk
(439-549)
Low Risk
(549-645)
Very Low Risk
(645-850)
ROC Optimal: 543
plotly-logomark