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Let men see, let them know, a real man, who lives as he was meant to live.
-- Marcus Aurelius  
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What is cross validation?

Cross validation (CV) is a technique to test the effectiveness of a statistical model. To perform CV we need to keep aside a sample/portion of the data on which is do not use to train the model, later us this sample for testing/validating. Below are the few common techniques used for CV.

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Test the performance of a PD model: CAP curve and Accuracy Ratio

In credit risk modeling, the cumulative accuracy profile (CAP) is a way to visualize the discriminative power of a PD model. 

The following steps to get a CAP curve

The plot below illustrate a CAP curve. For example, 80% of default occurred amount the population with top 20% of PD,

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The Bayes rule and its applications

In this blog, we will explain the Bayes rule and its applications.

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