Desciptive Analisis
PI² with Société Générale
23 janvier 2017
PI² : GIVE ME SOME CREDIT
Our Data
| Variable Name | Description | Type |
|---|---|---|
| SeriousDlqin2yrs | Person experienced 90 days past due delinquency or worse | Y/N |
| RevolvingUtilizationOfUnsecuredLines | Total balance on credit cards and personal lines of credit expt r. estate and no installment debt ((car loans / (sum of credit limits) | percentage |
| age | Age of borrower in years | integer |
| NumberOfTime30-59DaysPastDueNotWorse | Number of times borrower has been 30-59 days past due but no worse in the last 2 years. | integer |
| DebtRatio | Monthly debt payments, alimony,living costs divided by monthy gross income | percentage |
| MonthlyIncome | Monthly income | real |
| NumberOfOpenCreditLinesAndLoans | Number of Open loans (installment like car loan or mortgage) and Lines of credit (e.g. credit cards) | integer |
| NumberOfTimes90DaysLate | Number of times borrower has been 90 days or more past due. | integer |
| NumberRealEstateLoansOrLines | Number of mortgage and real estate loans including home equity lines of credit | integer |
| NumberOfTime60-89DaysPastDueNotWorse | Number of times borrower has been 60-89 days past due but no worse in the last 2 years. | integer |
| NumberOfDependents | Number of dependents in family excluding themselves (spouse, children etc.) | integer |
Each variable are quantitive, except the conclusion of the algorithm ‘SeriousDlqin2yrs’.
Information of data :
| Variable Name | n | mean | sd | median | trimmed | mad | min | max | range | skew | kurtosis | se |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Result | 150000 | 0.07 | 0.25 | 0.00 | 0.00 | 0.00 | 0 | 1 | 1 | 3.47 | 10.03 | 0.00 |
| DefaultLine | 150000 | 6.05 | 249.76 | 0.15 | 0.27 | 0.22 | 0 | 50708 | 50708 | 97.63 | 14544.03 | 0.64 |
| Age | 150000 | 52.30 | 14.77 | 52.00 | 51.97 | 16.31 | 0 | 109 | 109 | 0.19 | -0.49 | 0.04 |
| DelayBetween3059 | 150000 | 0.42 | 4.19 | 0.00 | 0.07 | 0.00 | 0 | 98 | 98 | 22.60 | 522.35 | 0.01 |
| DebtRatio | 150000 | 353.01 | 2037.82 | 0.37 | 51.65 | 0.36 | 0 | 329664 | 329664 | 95.16 | 13733.65 | 5.26 |
| MonthlyIncome | 150000 | 6418.45 | 12890.40 | 5400.00 | 5647.81 | 2493.73 | 0 | 3008750 | 3008750 | 127.12 | 24260.66 | 33.28 |
| NbLoanCredit | 150000 | 8.45 | 5.15 | 8.00 | 7.96 | 4.45 | 0 | 58 | 58 | 1.22 | 3.09 | 0.01 |
| DelaySup90 | 150000 | 0.27 | 4.17 | 0.00 | 0.00 | 0.00 | 0 | 98 | 98 | 23.09 | 537.71 | 0.01 |
| NbRealEstateLoansLines | 150000 | 1.02 | 1.13 | 1.00 | 0.88 | 1.48 | 0 | 54 | 54 | 3.48 | 60.47 | 0.00 |
| DelayBetween6089 | 150000 | 0.24 | 4.16 | 0.00 | 0.00 | 0.00 | 0 | 98 | 98 | 23.33 | 545.66 | 0.01 |
| NumberOfDependents | 150000 | 0.74 | 1.11 | 0.00 | 0.52 | 0.00 | 0 | 20 | 20 | 1.63 | 3.14 | 0.00 |
Correlation
Some graph
