300
400
500
600
700
800
0
1000
2000
3000
4000
5000
6000
7000
0
20
40
60
80
100
1.3%
3.6%
22.2%
41.2%
31.7%
10.1%
25.2%
44.9%
14.9%
4.9%
T0
(300-415)
T1
(415-475)
T2
(475-560)
T3
(560-631)
T4
(631-850)
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 2
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
(300-415)
High Risk
(415-475)
Moderate Risk
(475-560)
Low Risk
(560-631)
Very Low Risk
(631-850)
ROC Optimal: 544
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