Log loss

Log loss, also called logistic regression loss or cross-entropy loss, is defined on probability estimates.The metric looks at how well a model can classify a binary target, log loss evaluates how close a model’s predicted values (uncalibrated probability...

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Loss Given Default (LGD)

Loss given default (LGD) is the amount of money a bank or other financial institution loses when a borrower defaults on a loan, depicted as a percentage of total exposure at the time of default. A financial institution’s total LGD is calculated after...

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Machine learning in credit decisions

Leveraging machine learning for smarter lending and obtain insights into the technology behind 100% transparent machine learning models.

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