個案總覽

In September 2011, the chief risk officer of Credit Guarantee Corporation Malaysia Berhad (CGC) was mulling over a pressing problem. CGC was looking to expand its business in Malaysia from just giving guarantees to small and medium enterprises to also providing direct loans (direct-lending products). The change required a major overhaul in business strategy and an increase in eligibility criteria. Previously, most criteria were checked manually by CGC for each of its clients—a slow and unreliable process. Given the recent developments, how could CGC revise its business rules in order to accommodate its expansion strategy?

This technical note covers statistical models such as scorecards, decision trees, random forest models, and neural networks for decision making. The Basel II framework and Rete algorithm are also expressed. This technical note is best used with product 9B17M177.

Supplement to case W17762. This technical note covers statistical models such as scorecards, decision trees, random forest models, and neural networks for decision making. The Basel II framework and Rete algorithm are also expressed. This technical note is best used with product 9B17M177.

In September 2011, the chief risk officer of Credit Guarantee Corporation Malaysia Berhad (CGC) was mulling over a pressing problem. CGC was looking to expand its business in Malaysia from just giving guarantees to small and medium enterprises to also providing direct loans (direct-lending products). The change required a major overhaul in business strategy and an increase in eligibility criteria. Previously, most criteria were checked manually by CGC for each of its clients-a slow and unreliable process. Given the recent developments, how could CGC revise its business rules in order to accommodate its expansion strategy?