风控模型开发验证报告

00 模型概要信息

项目	内容
模型名称	exp_20260908-161757-19ac
开发完成日期	2026-09-08
模型开发人员	（人工填写）
模型开发人员邮件地址	（人工填写）
模型验证人员	（人工填写）
模型验证人员邮件地址	（人工填写）
模型应用环节	preloan_approval
模型应用频率	（人工填写）
模型开发背景及业务用途描述	Local MVP full pipeline run.
模型适用产品/客户描述	（人工填写）
模型重开发原因（如有）	—
模型拟监控频率	（人工填写）
模型路线	LR + WOE 评分卡
目标变量	fpd30
实验 ID	20260908-161757-19ac

待补充：模型开发/验证人员、应用频率、产品描述等字段需人工补填。

01 模型设计

建模数据样本窗口

项目	内容
切分方式	时间切分
开发样本(Train)窗口	2024-01-01 ~ 2024-01-25
预留验证样本(Val)窗口	2024-01-26 ~ 2024-02-03
跨时间验证样本(OOT)窗口	2024-02-04 ~ 2024-02-11

模型好坏定义

项目	内容
目标变量	fpd30
坏样本(BAD=1)占比	11.10%
好样本(BAD=0)占比	—
不确定样本	本流程要求目标变量已预计算为 0/1 二值，不确定样本请在上游合并口径

样本排除规则

序号	排除规则	说明
1	customer_id	主键/时间/口径字段，不入模
2	apply_time	主键/时间/口径字段，不入模
3	fpd30 为空	排除 0 行

滚动率分析

待补充：滚动率分析（M0→M6+ 状态迁移矩阵）需要逾期状态口径数据，当前流程目标变量为上游已计算的二值标签，暂未生成。

待补充：表现窗口及坏账率分析、模型细分定义需结合业务口径人工补充。

02 数据流

开发时点 — 样本排除

类别	样本数
全部样本	1000
排除：目标变量为空	0
排除后样本	1000

注：按照01模型设计的排除规则统计；当前流程的排除项为目标变量缺失。

开发时点 — 开发/预留验证拆分

类别	样本数	好样本	坏样本	坏样本率
开发样本	600	530	70	11.67%
预留验证样本	216	197	19	8.80%

注：当前流程未做样本加权（权重均为1），如需坏样本加权需在上游扩展。

OOT 时点 / PSI 时点

类别	样本数	好样本	坏样本	坏样本率
跨时间验证样本(OOT)	184	162	22	11.96%

03 单变量分析（细分箱）

credit_score — IV 0.1854，10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 380.5]	28	19	9	32.14%	-0.1681
2	(380.5, 420.5]	37	35	2	5.41%	0.0719
3	(420.5, 444.5]	30	24	6	20.00%	-0.0756
4	(444.5, 479.5]	44	28	16	36.36%	-0.2894
5	(479.5, 515.5]	41	34	7	17.07%	-0.0651
6	(515.5, 555.0]	51	48	3	5.88%	0.0883
7	(555.0, 587.0]	46	36	10	21.74%	-0.1304
8	(587.0, 656.5]	76	75	1	1.32%	0.2321
9	(656.5, 746.0]	101	91	10	9.90%	0.0452
10	(746.0, inf]	113	111	2	1.77%	0.3080

debt_ratio — IV 0.0851，10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 0.05300000123679638]	47	46	1	2.13%	0.1319
2	(0.05300000123679638, 0.1394999995827675]	171	144	27	15.79%	-0.1378
3	(0.1394999995827675, 0.15850000083446503]	43	43	0	0.00%	0.1504
4	(0.15850000083446503, 0.1744999960064888]	30	24	6	20.00%	-0.0715
5	(0.1744999960064888, 0.215999998152256]	90	86	4	4.44%	0.1728
6	(0.215999998152256, 0.2435000017285347]	44	33	11	25.00%	-0.1559
7	(0.2435000017285347, 0.27549999952316284]	38	36	2	5.26%	0.0718
8	(0.27549999952316284, 0.32099999487400055]	40	35	5	12.50%	-0.0095
9	(0.32099999487400055, 0.3739999979734421]	41	32	9	21.95%	-0.1148
10	(0.3739999979734421, inf]	56	51	5	8.93%	0.0425

time_on_page_sec — IV 0.0667，10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 59.0]	40	38	2	5.00%	0.0784
2	(59.0, 204.5]	148	129	19	12.84%	-0.0370
3	(204.5, 247.0]	46	45	1	2.17%	0.1287
4	(247.0, 303.5]	58	51	7	12.07%	-0.0063
5	(303.5, 349.5]	46	37	9	19.57%	-0.0981
6	(349.5, 414.0]	71	70	1	1.41%	0.2062
7	(414.0, 446.0]	31	22	9	29.03%	-0.1491
8	(446.0, 522.5]	83	70	13	15.66%	-0.0815
9	(522.5, 568.5]	47	44	3	6.38%	0.0714
10	(568.5, inf]	30	24	6	20.00%	-0.0715

employment_years — IV 0.0620，10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 2.5]	66	53	13	19.70%	-0.1414
2	(2.5, 5.5]	51	47	4	7.84%	0.0611
3	(5.5, 7.5]	38	29	9	23.68%	-0.1338
4	(7.5, 8.5]	28	27	1	3.57%	0.0758
5	(8.5, 12.5]	80	67	13	16.25%	-0.0947
6	(12.5, 16.5]	84	77	7	8.33%	0.0804
7	(16.5, 18.5]	61	60	1	1.64%	0.1924
8	(18.5, 21.5]	66	57	9	13.64%	-0.0347
9	(21.5, 22.5]	28	26	2	7.14%	0.0422
10	(22.5, inf]	42	37	5	11.90%	-0.0018

age — IV 0.0492，10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 25.5]	80	65	15	18.75%	-0.1373
2	(25.5, 28.5]	47	45	2	4.26%	0.1013
3	(28.5, 31.5]	41	36	5	12.20%	-0.0062
4	(31.5, 38.5]	97	91	6	6.19%	0.1370
5	(38.5, 42.5]	43	36	7	16.28%	-0.0549
6	(42.5, 45.5]	32	31	1	3.12%	0.0825
7	(45.5, 49.5]	46	40	6	13.04%	-0.0176
8	(49.5, 52.5]	43	35	8	18.60%	-0.0818
9	(52.5, 59.5]	99	84	15	15.15%	-0.0813
10	(59.5, inf]	72	67	5	6.94%	0.0919

months_since_last_loan — IV 0.0465，10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 8.5]	86	73	13	15.12%	-0.0725
2	(8.5, 16.5]	80	65	15	18.75%	-0.1373
3	(16.5, 22.5]	54	49	5	9.26%	0.0361
4	(22.5, 28.5]	50	42	8	16.00%	-0.0587
5	(28.5, 31.5]	31	30	1	3.23%	0.0791
6	(31.5, 35.5]	37	31	6	16.22%	-0.0476
7	(35.5, 38.5]	35	35	0	0.00%	0.1241
8	(38.5, 50.5]	130	118	12	9.23%	0.0735
9	(50.5, 54.5]	45	37	8	17.78%	-0.0752
10	(54.5, inf]	52	50	2	3.85%	0.1173

app_sessions_30d — IV 0.0319，10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 3.5]	38	34	4	10.53%	0.0125
2	(3.5, 4.5]	35	30	5	14.29%	-0.0263
3	(4.5, 5.5]	39	35	4	10.26%	0.0158
4	(5.5, 6.5]	85	68	17	20.00%	-0.1675
5	(6.5, 7.5]	80	73	7	8.75%	0.0610
6	(7.5, 8.5]	84	78	6	7.14%	0.0998
7	(8.5, 9.5]	77	66	11	14.29%	-0.0509
8	(9.5, 10.5]	55	50	5	9.09%	0.0393
9	(10.5, 12.5]	74	67	7	9.46%	0.0431
10	(12.5, inf]	33	29	4	12.12%	-0.0044

historical_overdue_count — IV 0.0260，3 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 0.5]	286	258	28	9.79%	0.0921
2	(0.5, 1.5]	210	187	23	10.95%	0.0289
3	(1.5, inf]	104	85	19	18.27%	-0.1554

purpose — IV 0.0236，6 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	其他	27	23	4	14.81%	-0.0250
2	医疗	76	71	5	6.58%	0.1038
3	周转	172	150	22	12.79%	-0.0392
4	家装	98	91	7	7.14%	0.1129
5	教育	60	49	11	18.33%	-0.1036
6	日常消费	167	146	21	12.57%	-0.0311

marital_status — IV 0.0188，4 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	丧偶	10	8	2	20.00%	-0.0258
2	已婚	324	293	31	9.57%	0.1103
3	未婚	220	191	29	13.18%	-0.0608
4	离异	46	38	8	17.39%	-0.0718

clicks_before_apply — IV 0.0185，10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 11.5]	99	90	9	9.09%	0.0635
2	(11.5, 12.5]	54	44	10	18.52%	-0.0977
3	(12.5, 13.5]	57	52	5	8.77%	0.0456
4	(13.5, 14.5]	54	47	7	12.96%	-0.0190
5	(14.5, 15.5]	64	59	5	7.81%	0.0675
6	(15.5, 16.5]	68	61	7	10.29%	0.0248
7	(16.5, 17.5]	53	45	8	15.09%	-0.0490
8	(17.5, 19.5]	68	62	6	8.82%	0.0520
9	(19.5, 21.5]	47	40	7	14.89%	-0.0417
10	(21.5, inf]	36	30	6	16.67%	-0.0510

region — IV 0.0163，7 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	东北	92	80	12	13.04%	-0.0310
2	华东	73	67	6	8.22%	0.0672
3	华中	82	74	8	9.76%	0.0404
4	华北	92	84	8	8.70%	0.0695
5	华南	94	84	10	10.64%	0.0240
6	西南	90	76	14	15.56%	-0.0843
7	西部	77	65	12	15.58%	-0.0754

loan_term — IV 0.0119，5 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 4.5]	67	57	10	14.93%	-0.0565
2	(4.5, 9.0]	118	109	9	7.63%	0.1157
3	(9.0, 18.0]	232	204	28	12.07%	-0.0169
4	(18.0, 30.0]	108	94	14	12.96%	-0.0329
5	(30.0, inf]	75	66	9	12.00%	-0.0065

existing_loans — IV 0.0077，5 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 0.5]	127	116	11	8.66%	0.0898
2	(0.5, 1.5]	215	188	27	12.56%	-0.0356
3	(1.5, 2.5]	159	140	19	11.95%	-0.0095
4	(2.5, 3.5]	64	55	9	14.06%	-0.0403
5	(3.5, inf]	35	31	4	11.43%	0.0024

city_tier — IV 0.0037，5 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 1.5]	59	51	8	13.56%	-0.0298
2	(1.5, 2.5]	129	116	13	10.08%	0.0472
3	(2.5, 3.5]	170	150	20	11.76%	-0.0034
4	(3.5, 4.5]	156	136	20	12.82%	-0.0378
5	(4.5, inf]	86	77	9	10.47%	0.0262

education — IV 0.0015，4 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	大专	217	191	26	11.98%	-0.0128
2	本科	189	167	22	11.64%	0.0010
3	硕士及以上	43	37	6	13.95%	-0.0275
4	高中及以下	151	135	16	10.60%	0.0353

channel — IV 0.0008，4 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	APP	314	278	36	11.46%	0.0100
2	WEB	142	125	17	11.97%	-0.0095
3	合作渠道	86	75	11	12.79%	-0.0241
4	线下	58	52	6	10.34%	0.0209

gender — IV 0.0004，2 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	F	265	235	30	11.32%	0.0158
2	M	335	295	40	11.94%	-0.0139

constant_flag — IV 0.0000，1 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, inf]	600	530	70	11.67%	0.0000

注：统计全部候选变量的自动分箱明细（初分组），按 IV 降序展示前 19 个变量，共 19 个；完整数据见 feature_report.json。

04 单变量分析（粗分箱）

age — 10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 25.5]	80	65	15	18.75%	-0.1373
2	(25.5, 28.5]	47	45	2	4.26%	0.1013
3	(28.5, 31.5]	41	36	5	12.20%	-0.0062
4	(31.5, 38.5]	97	91	6	6.19%	0.1370
5	(38.5, 42.5]	43	36	7	16.28%	-0.0549
6	(42.5, 45.5]	32	31	1	3.12%	0.0825
7	(45.5, 49.5]	46	40	6	13.04%	-0.0176
8	(49.5, 52.5]	43	35	8	18.60%	-0.0818
9	(52.5, 59.5]	99	84	15	15.15%	-0.0813
10	(59.5, inf]	72	67	5	6.94%	0.0919

marital_status — 4 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	丧偶	10	8	2	20.00%	-0.0258
2	已婚	324	293	31	9.57%	0.1103
3	未婚	220	191	29	13.18%	-0.0608
4	离异	46	38	8	17.39%	-0.0718

employment_years — 10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 2.5]	66	53	13	19.70%	-0.1414
2	(2.5, 5.5]	51	47	4	7.84%	0.0611
3	(5.5, 7.5]	38	29	9	23.68%	-0.1338
4	(7.5, 8.5]	28	27	1	3.57%	0.0758
5	(8.5, 12.5]	80	67	13	16.25%	-0.0947
6	(12.5, 16.5]	84	77	7	8.33%	0.0804
7	(16.5, 18.5]	61	60	1	1.64%	0.1924
8	(18.5, 21.5]	66	57	9	13.64%	-0.0347
9	(21.5, 22.5]	28	26	2	7.14%	0.0422
10	(22.5, inf]	42	37	5	11.90%	-0.0018

credit_score — 10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 380.5]	28	19	9	32.14%	-0.1681
2	(380.5, 420.5]	37	35	2	5.41%	0.0719
3	(420.5, 444.5]	30	24	6	20.00%	-0.0756
4	(444.5, 479.5]	44	28	16	36.36%	-0.2894
5	(479.5, 515.5]	41	34	7	17.07%	-0.0651
6	(515.5, 555.0]	51	48	3	5.88%	0.0883
7	(555.0, 587.0]	46	36	10	21.74%	-0.1304
8	(587.0, 656.5]	76	75	1	1.32%	0.2321
9	(656.5, 746.0]	101	91	10	9.90%	0.0452
10	(746.0, inf]	113	111	2	1.77%	0.3080

debt_ratio — 10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 0.05300000123679638]	47	46	1	2.13%	0.1319
2	(0.05300000123679638, 0.1394999995827675]	171	144	27	15.79%	-0.1378
3	(0.1394999995827675, 0.15850000083446503]	43	43	0	0.00%	0.1504
4	(0.15850000083446503, 0.1744999960064888]	30	24	6	20.00%	-0.0715
5	(0.1744999960064888, 0.215999998152256]	90	86	4	4.44%	0.1728
6	(0.215999998152256, 0.2435000017285347]	44	33	11	25.00%	-0.1559
7	(0.2435000017285347, 0.27549999952316284]	38	36	2	5.26%	0.0718
8	(0.27549999952316284, 0.32099999487400055]	40	35	5	12.50%	-0.0095
9	(0.32099999487400055, 0.3739999979734421]	41	32	9	21.95%	-0.1148
10	(0.3739999979734421, inf]	56	51	5	8.93%	0.0425

months_since_last_loan — 10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 8.5]	86	73	13	15.12%	-0.0725
2	(8.5, 16.5]	80	65	15	18.75%	-0.1373
3	(16.5, 22.5]	54	49	5	9.26%	0.0361
4	(22.5, 28.5]	50	42	8	16.00%	-0.0587
5	(28.5, 31.5]	31	30	1	3.23%	0.0791
6	(31.5, 35.5]	37	31	6	16.22%	-0.0476
7	(35.5, 38.5]	35	35	0	0.00%	0.1241
8	(38.5, 50.5]	130	118	12	9.23%	0.0735
9	(50.5, 54.5]	45	37	8	17.78%	-0.0752
10	(54.5, inf]	52	50	2	3.85%	0.1173

historical_overdue_count — 3 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 0.5]	286	258	28	9.79%	0.0921
2	(0.5, 1.5]	210	187	23	10.95%	0.0289
3	(1.5, inf]	104	85	19	18.27%	-0.1554

loan_term — 5 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 4.5]	67	57	10	14.93%	-0.0565
2	(4.5, 9.0]	118	109	9	7.63%	0.1157
3	(9.0, 18.0]	232	204	28	12.07%	-0.0169
4	(18.0, 30.0]	108	94	14	12.96%	-0.0329
5	(30.0, inf]	75	66	9	12.00%	-0.0065

purpose — 6 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	其他	27	23	4	14.81%	-0.0250
2	医疗	76	71	5	6.58%	0.1038
3	周转	172	150	22	12.79%	-0.0392
4	家装	98	91	7	7.14%	0.1129
5	教育	60	49	11	18.33%	-0.1036
6	日常消费	167	146	21	12.57%	-0.0311

region — 7 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	东北	92	80	12	13.04%	-0.0310
2	华东	73	67	6	8.22%	0.0672
3	华中	82	74	8	9.76%	0.0404
4	华北	92	84	8	8.70%	0.0695
5	华南	94	84	10	10.64%	0.0240
6	西南	90	76	14	15.56%	-0.0843
7	西部	77	65	12	15.58%	-0.0754

app_sessions_30d — 10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 3.5]	38	34	4	10.53%	0.0125
2	(3.5, 4.5]	35	30	5	14.29%	-0.0263
3	(4.5, 5.5]	39	35	4	10.26%	0.0158
4	(5.5, 6.5]	85	68	17	20.00%	-0.1675
5	(6.5, 7.5]	80	73	7	8.75%	0.0610
6	(7.5, 8.5]	84	78	6	7.14%	0.0998
7	(8.5, 9.5]	77	66	11	14.29%	-0.0509
8	(9.5, 10.5]	55	50	5	9.09%	0.0393
9	(10.5, 12.5]	74	67	7	9.46%	0.0431
10	(12.5, inf]	33	29	4	12.12%	-0.0044

clicks_before_apply — 10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 11.5]	99	90	9	9.09%	0.0635
2	(11.5, 12.5]	54	44	10	18.52%	-0.0977
3	(12.5, 13.5]	57	52	5	8.77%	0.0456
4	(13.5, 14.5]	54	47	7	12.96%	-0.0190
5	(14.5, 15.5]	64	59	5	7.81%	0.0675
6	(15.5, 16.5]	68	61	7	10.29%	0.0248
7	(16.5, 17.5]	53	45	8	15.09%	-0.0490
8	(17.5, 19.5]	68	62	6	8.82%	0.0520
9	(19.5, 21.5]	47	40	7	14.89%	-0.0417
10	(21.5, inf]	36	30	6	16.67%	-0.0510

time_on_page_sec — 10 箱

分组号	分栏	Total	Good	Bad	Bad Rate	WOE
1	(-inf, 59.0]	40	38	2	5.00%	0.0784
2	(59.0, 204.5]	148	129	19	12.84%	-0.0370
3	(204.5, 247.0]	46	45	1	2.17%	0.1287
4	(247.0, 303.5]	58	51	7	12.07%	-0.0063
5	(303.5, 349.5]	46	37	9	19.57%	-0.0981
6	(349.5, 414.0]	71	70	1	1.41%	0.2062
7	(414.0, 446.0]	31	22	9	29.03%	-0.1491
8	(446.0, 522.5]	83	70	13	15.66%	-0.0815
9	(522.5, 568.5]	47	44	3	6.38%	0.0714
10	(568.5, inf]	30	24	6	20.00%	-0.0715

注：统计入模变量经合并调整后的最终分箱明细（开发样本口径）。当前流程细/粗分箱由同一自动分箱算法直接产出。

05 变量筛选

候选变量 21，通过分箱 19，入模 13（上限 30，IV 阈值 0.01）

变量名	是否入模	IV	缺失率<90%	IV≥阈值	缺失率	备注
credit_score	Y	0.1854	PASS	PASS	5.50%	WOE不单调
debt_ratio	Y	0.0851	PASS	PASS	0.00%	WOE不单调
time_on_page_sec	Y	0.0667	PASS	PASS	0.00%	WOE不单调
employment_years	Y	0.0620	PASS	PASS	9.33%	WOE不单调
age	Y	0.0492	PASS	PASS	0.00%	WOE不单调
months_since_last_loan	Y	0.0465	PASS	PASS	0.00%	WOE不单调
app_sessions_30d	Y	0.0319	PASS	PASS	0.00%	WOE不单调
historical_overdue_count	Y	0.0260	PASS	PASS	0.00%
purpose	Y	0.0236	PASS	PASS	0.00%	WOE不单调
marital_status	Y	0.0188	PASS	PASS	0.00%	WOE不单调
clicks_before_apply	Y	0.0185	PASS	PASS	0.00%	WOE不单调
region	Y	0.0163	PASS	PASS	0.00%	WOE不单调
loan_term	Y	0.0119	PASS	PASS	0.00%	WOE不单调
existing_loans	N	0.0077	PASS	FAIL	0.00%	WOE不单调
city_tier	N	0.0037	PASS	FAIL	0.00%	WOE不单调
education	N	0.0015	PASS	FAIL	0.00%	WOE不单调
channel	N	0.0008	PASS	FAIL	0.00%	WOE不单调
gender	N	0.0004	PASS	FAIL	0.00%
constant_flag	N	0.0000	PASS	FAIL	0.00%

06 回归结果

Parameter	Label	Estimate	Standard Error	Wald Chi-Square	Pr > ChiSq	Standardized Estimate
Intercept	Intercept	-2.0160	0.1543	170.70	<0.0001	—
WOE_age	age	-1.8306	1.3958	1.72	0.1897	-0.1789
WOE_marital_status	marital_status	-0.5885	1.5469	0.14	0.7036	-0.0505
WOE_employment_years	employment_years	-1.9570	1.3632	2.06	0.1511	-0.1959
WOE_credit_score	credit_score	-3.4575	0.7707	20.13	<0.0001	-0.6168
WOE_debt_ratio	debt_ratio	-2.3818	1.1156	4.56	0.0328	-0.3040
WOE_months_since_last_loan	months_since_last_loan	-1.7474	1.5279	1.31	0.2528	-0.1546
WOE_historical_overdue_count	historical_overdue_count	-0.9175	1.4068	0.43	0.5143	-0.0810
WOE_loan_term	loan_term	-0.4540	2.3858	0.04	0.8491	-0.0261
WOE_purpose	purpose	-1.0713	1.8571	0.33	0.5640	-0.0778
WOE_region	region	-0.7993	2.2505	0.13	0.7225	-0.0476
WOE_app_sessions_30d	app_sessions_30d	-1.1315	1.5673	0.52	0.4703	-0.0922
WOE_clicks_before_apply	clicks_before_apply	-0.9069	2.3537	0.15	0.7000	-0.0500
WOE_time_on_page_sec	time_on_page_sec	-2.2414	1.4469	2.40	0.1214	-0.2297

注：标准误基于无惩罚似然的信息矩阵近似计算（拟合模型含 L2 正则）。

07 VIF

VIF

Parameter	VIF
age	1.03483
marital_status	1.02684
employment_years	1.02934
credit_score	1.03611
debt_ratio	1.03667
months_since_last_loan	1.01895
historical_overdue_count	1.02273
loan_term	1.01588
purpose	1.02821
region	1.02928
app_sessions_30d	1.02205
clicks_before_apply	1.01660
time_on_page_sec	1.04232

	age	marital_status	employment_years	credit_score	debt_ratio	months_since_last_loan	historical_overdue_count	loan_term	purpose	region	app_sessions_30d	clicks_before_apply	time_on_page_sec
age	1.000	0.073	-0.074	0.010	0.015	0.095	0.029	0.001	-0.001	-0.077	0.035	-0.069	0.003
marital_status	0.073	1.000	0.012	-0.001	0.112	0.037	0.028	0.009	-0.030	0.009	0.023	-0.005	0.081
employment_years	-0.074	0.012	1.000	0.075	-0.013	0.040	-0.024	-0.008	0.098	-0.023	0.042	-0.014	-0.001
credit_score	0.010	-0.001	0.075	1.000	0.091	0.004	0.083	0.070	-0.000	-0.002	0.042	0.010	0.099
debt_ratio	0.015	0.112	-0.013	0.091	1.000	0.017	0.007	0.047	-0.032	-0.017	0.102	0.025	0.059
months_since_last_loan	0.095	0.037	0.040	0.004	0.017	1.000	-0.004	-0.007	-0.024	0.045	0.042	-0.009	0.053
historical_overdue_count	0.029	0.028	-0.024	0.083	0.007	-0.004	1.000	0.023	0.083	0.050	0.039	-0.010	-0.011
loan_term	0.001	0.009	-0.008	0.070	0.047	-0.007	0.023	1.000	0.005	-0.019	-0.022	0.072	0.055
purpose	-0.001	-0.030	0.098	-0.000	-0.032	-0.024	0.083	0.005	1.000	-0.050	0.003	0.057	-0.047
region	-0.077	0.009	-0.023	-0.002	-0.017	0.045	0.050	-0.019	-0.050	1.000	0.029	0.021	0.111
app_sessions_30d	0.035	0.023	0.042	0.042	0.102	0.042	0.039	-0.022	0.003	0.029	1.000	-0.003	0.064
clicks_before_apply	-0.069	-0.005	-0.014	0.010	0.025	-0.009	-0.010	0.072	0.057	0.021	-0.003	1.000	0.040
time_on_page_sec	0.003	0.081	-0.001	0.099	0.059	0.053	-0.011	0.055	-0.047	0.111	0.064	0.040	1.000

08 最终评分卡

标准分600

标准ODD50

PDO20

变量	分栏	WOE	Coefficient	Scorecard Points
age	(-inf, 25.5]	-0.1373	-1.8306	35
	(25.5, 28.5]	0.1013	-1.8306	47
	(28.5, 31.5]	-0.0062	-1.8306	42
	(31.5, 38.5]	0.1370	-1.8306	49
	(38.5, 42.5]	-0.0549	-1.8306	39
	(42.5, 45.5]	0.0825	-1.8306	46
	(45.5, 49.5]	-0.0176	-1.8306	41
	(49.5, 52.5]	-0.0818	-1.8306	38
	(52.5, 59.5]	-0.0813	-1.8306	38
	(59.5, inf]	0.0919	-1.8306	47
marital_status	丧偶	-0.0258	-0.5885	42
	已婚	0.1103	-0.5885	44
	未婚	-0.0608	-0.5885	41
	离异	-0.0718	-0.5885	41
employment_years	(-inf, 2.5]	-0.1414	-1.9570	34
	(2.5, 5.5]	0.0611	-1.9570	45
	(5.5, 7.5]	-0.1338	-1.9570	34
	(7.5, 8.5]	0.0758	-1.9570	46
	(8.5, 12.5]	-0.0947	-1.9570	37
	(12.5, 16.5]	0.0804	-1.9570	46
	(16.5, 18.5]	0.1924	-1.9570	53
	(18.5, 21.5]	-0.0347	-1.9570	40
	(21.5, 22.5]	0.0422	-1.9570	44
	(22.5, inf]	-0.0018	-1.9570	42
credit_score	(-inf, 380.5]	-0.1681	-3.4575	25
	(380.5, 420.5]	0.0719	-3.4575	49
	(420.5, 444.5]	-0.0756	-3.4575	34
	(444.5, 479.5]	-0.2894	-3.4575	13
	(479.5, 515.5]	-0.0651	-3.4575	35
	(515.5, 555.0]	0.0883	-3.4575	51
	(555.0, 587.0]	-0.1304	-3.4575	29
	(587.0, 656.5]	0.2321	-3.4575	65
	(656.5, 746.0]	0.0452	-3.4575	46
	(746.0, inf]	0.3080	-3.4575	73
debt_ratio	(-inf, 0.05300000123679638]	0.1319	-2.3818	51
	(0.05300000123679638, 0.1394999995827675]	-0.1378	-2.3818	32
	(0.1394999995827675, 0.15850000083446503]	0.1504	-2.3818	52
	(0.15850000083446503, 0.1744999960064888]	-0.0715	-2.3818	37
	(0.1744999960064888, 0.215999998152256]	0.1728	-2.3818	54
	(0.215999998152256, 0.2435000017285347]	-0.1559	-2.3818	31
	(0.2435000017285347, 0.27549999952316284]	0.0718	-2.3818	47
	(0.27549999952316284, 0.32099999487400055]	-0.0095	-2.3818	41
	(0.32099999487400055, 0.3739999979734421]	-0.1148	-2.3818	34
	(0.3739999979734421, inf]	0.0425	-2.3818	45
months_since_last_loan	(-inf, 8.5]	-0.0725	-1.7474	38
	(8.5, 16.5]	-0.1373	-1.7474	35
	(16.5, 22.5]	0.0361	-1.7474	44
	(22.5, 28.5]	-0.0587	-1.7474	39
	(28.5, 31.5]	0.0791	-1.7474	46
	(31.5, 35.5]	-0.0476	-1.7474	40
	(35.5, 38.5]	0.1241	-1.7474	48
	(38.5, 50.5]	0.0735	-1.7474	46
	(50.5, 54.5]	-0.0752	-1.7474	38
	(54.5, inf]	0.1173	-1.7474	48
historical_overdue_count	(-inf, 0.5]	0.0921	-0.9175	44
	(0.5, 1.5]	0.0289	-0.9175	43
	(1.5, inf]	-0.1554	-0.9175	38
loan_term	(-inf, 4.5]	-0.0565	-0.4540	41
	(4.5, 9.0]	0.1157	-0.4540	43
	(9.0, 18.0]	-0.0169	-0.4540	42
	(18.0, 30.0]	-0.0329	-0.4540	42
	(30.0, inf]	-0.0065	-0.4540	42
purpose	其他	-0.0250	-1.0713	41
	医疗	0.1038	-1.0713	45
	周转	-0.0392	-1.0713	41
	家装	0.1129	-1.0713	45
	教育	-0.1036	-1.0713	39
	日常消费	-0.0311	-1.0713	41
region	东北	-0.0310	-0.7993	41
	华东	0.0672	-0.7993	43
	华中	0.0404	-0.7993	43
	华北	0.0695	-0.7993	44
	华南	0.0240	-0.7993	42
	西南	-0.0843	-0.7993	40
	西部	-0.0754	-0.7993	40
app_sessions_30d	(-inf, 3.5]	0.0125	-1.1315	42
	(3.5, 4.5]	-0.0263	-1.1315	41
	(4.5, 5.5]	0.0158	-1.1315	42
	(5.5, 6.5]	-0.1675	-1.1315	36
	(6.5, 7.5]	0.0610	-1.1315	44
	(7.5, 8.5]	0.0998	-1.1315	45
	(8.5, 9.5]	-0.0509	-1.1315	40
	(9.5, 10.5]	0.0393	-1.1315	43
	(10.5, 12.5]	0.0431	-1.1315	43
	(12.5, inf]	-0.0044	-1.1315	42
clicks_before_apply	(-inf, 11.5]	0.0635	-0.9069	44
	(11.5, 12.5]	-0.0977	-0.9069	39
	(12.5, 13.5]	0.0456	-0.9069	43
	(13.5, 14.5]	-0.0190	-0.9069	41
	(14.5, 15.5]	0.0675	-0.9069	44
	(15.5, 16.5]	0.0248	-0.9069	43
	(16.5, 17.5]	-0.0490	-0.9069	41
	(17.5, 19.5]	0.0520	-0.9069	43
	(19.5, 21.5]	-0.0417	-0.9069	41
	(21.5, inf]	-0.0510	-0.9069	41
time_on_page_sec	(-inf, 59.0]	0.0784	-2.2414	47
	(59.0, 204.5]	-0.0370	-2.2414	40
	(204.5, 247.0]	0.1287	-2.2414	50
	(247.0, 303.5]	-0.0063	-2.2414	42
	(303.5, 349.5]	-0.0981	-2.2414	36
	(349.5, 414.0]	0.2062	-2.2414	55
	(414.0, 446.0]	-0.1491	-2.2414	32
	(446.0, 522.5]	-0.0815	-2.2414	37
	(522.5, 568.5]	0.0714	-2.2414	47
	(568.5, inf]	-0.0715	-2.2414	37

09 模型表现

模型 KS & GINI（按样本）

模型	样本	KS	GINI
LR + WOE 评分卡	开发样本	0.6827	0.8206
LR + WOE 评分卡	预留验证样本	0.2388	0.1616
LR + WOE 评分卡	跨时间验证样本(OOT)	0.2492	0.1492

LR + WOE 评分卡 — 分数段表现

开发样本

组号	分数区间(PD)	样本数	累计占比	Good	Bad	累计Good占比	累计Bad占比	分组坏率	累计坏率	分组Odds	累计Odds
1	0.0117 ~ 0.0311	60	10.00%	60	0	11.32%	0.00%	0.00%	0.00%	—	—
2	0.0312 ~ 0.0462	60	20.00%	60	0	11.32%	0.00%	0.00%	0.00%	—	—
3	0.0464 ~ 0.0584	60	30.00%	60	0	11.32%	0.00%	0.00%	0.00%	—	—
4	0.0585 ~ 0.0727	60	40.00%	59	1	11.13%	1.43%	1.67%	0.42%	59.00	239.00
5	0.0728 ~ 0.0877	60	50.00%	58	2	10.94%	4.29%	3.33%	1.00%	29.00	99.00
6	0.0878 ~ 0.1083	60	60.00%	59	1	11.13%	5.71%	1.67%	1.11%	59.00	89.00
7	0.1087 ~ 0.1394	60	70.00%	55	5	10.38%	12.86%	8.33%	2.14%	11.00	45.67
8	0.1400 ~ 0.1813	60	80.00%	52	8	9.81%	24.29%	13.33%	3.54%	6.50	27.24
9	0.1828 ~ 0.2609	60	90.00%	45	15	8.49%	45.71%	25.00%	5.93%	3.00	15.88
10	0.2636 ~ 0.4624	60	100.00%	22	38	4.15%	100.00%	63.33%	11.67%	0.58	7.57
TOTALS		600		530	70			11.67%		—	7.57

预留验证样本

组号	分数区间(PD)	样本数	累计占比	Good	Bad	累计Good占比	累计Bad占比	分组坏率	累计坏率	分组Odds	累计Odds
1	0.0178 ~ 0.0363	22	10.19%	20	2	10.15%	10.53%	9.09%	9.09%	10.00	10.00
2	0.0364 ~ 0.0518	21	19.91%	20	1	10.15%	15.79%	4.76%	6.98%	20.00	13.33
3	0.0533 ~ 0.0663	22	30.09%	20	2	10.15%	26.32%	9.09%	7.69%	10.00	12.00
4	0.0665 ~ 0.0804	21	39.81%	20	1	10.15%	31.58%	4.76%	6.98%	20.00	13.33
5	0.0812 ~ 0.0975	22	50.00%	20	2	10.15%	42.11%	9.09%	7.41%	10.00	12.50
6	0.0976 ~ 0.1185	21	59.72%	21	0	10.66%	42.11%	0.00%	6.20%	—	15.12
7	0.1186 ~ 0.1392	22	69.91%	19	3	9.64%	57.89%	13.64%	7.28%	6.33	12.73
8	0.1411 ~ 0.1721	21	79.63%	17	4	8.63%	78.95%	19.05%	8.72%	4.25	10.47
9	0.1743 ~ 0.2488	22	89.81%	22	0	11.17%	78.95%	0.00%	7.73%	—	11.93
10	0.2531 ~ 0.4719	22	100.00%	18	4	9.14%	100.00%	18.18%	8.80%	4.50	10.37
TOTALS		216		197	19			8.80%		—	10.37

跨时间验证样本(OOT)

组号	分数区间(PD)	样本数	累计占比	Good	Bad	累计Good占比	累计Bad占比	分组坏率	累计坏率	分组Odds	累计Odds
1	0.0095 ~ 0.0370	19	10.33%	18	1	11.11%	4.55%	5.26%	5.26%	18.00	18.00
2	0.0390 ~ 0.0471	18	20.11%	15	3	9.26%	18.18%	16.67%	10.81%	5.00	8.25
3	0.0477 ~ 0.0560	18	29.89%	16	2	9.88%	27.27%	11.11%	10.91%	8.00	8.17
4	0.0574 ~ 0.0723	19	40.22%	16	3	9.88%	40.91%	15.79%	12.16%	5.33	7.22
5	0.0726 ~ 0.0860	18	50.00%	17	1	10.49%	45.45%	5.56%	10.87%	17.00	8.20
6	0.0872 ~ 0.1055	18	59.78%	18	0	11.11%	45.45%	0.00%	9.09%	—	10.00
7	0.1076 ~ 0.1306	19	70.11%	18	1	11.11%	50.00%	5.26%	8.53%	18.00	10.73
8	0.1308 ~ 0.1686	18	79.89%	14	4	8.64%	68.18%	22.22%	10.20%	3.50	8.80
9	0.1690 ~ 0.2000	18	89.67%	16	2	9.88%	77.27%	11.11%	10.30%	8.00	8.71
10	0.2011 ~ 0.3883	19	100.00%	14	5	8.64%	100.00%	26.32%	11.96%	2.80	7.36
TOTALS		184		162	22			11.96%		—	7.36

注：分数段基于模型输出 PD 等频分 10 档，按分数升序排列。

10 KS和GINI

LR + WOE 评分卡

样本	KS	GINI
开发样本	0.6827	0.8206
预留验证样本	0.2388	0.1616
跨时间验证样本(OOT)	0.2492	0.1492

注：GINI = 2×AUC−1。逐分数明细曲线数据量较大，报告中仅呈现汇总指标，明细可在实验目录扩展生成。

11 PSI

分数 PSI（开发样本 vs OOT）

模型	分数 PSI
LR + WOE 评分卡	0.1686

变量 PSI（开发样本 vs OOT，按入模变量分箱）

特征项	PSI	状态
clicks_before_apply	0.1294	关注
time_on_page_sec	0.0873	稳定
region	0.0643	稳定
credit_score	0.0554	稳定
app_sessions_30d	0.0474	稳定
age	0.0464	稳定
loan_term	0.0408	稳定
employment_years	0.0326	稳定
purpose	0.0269	稳定
historical_overdue_count	0.0249	稳定
months_since_last_loan	0.0222	稳定
debt_ratio	0.0180	稳定
marital_status	0.0102	稳定

age — PSI 0.0464

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 25.5]	13.33%	11.41%	-1.92%	0.0030
(25.5, 28.5]	7.83%	5.98%	-1.86%	0.0050
(28.5, 31.5]	6.83%	4.35%	-2.49%	0.0112
(31.5, 38.5]	16.17%	19.57%	3.40%	0.0065
(38.5, 42.5]	7.17%	10.87%	3.70%	0.0154
(42.5, 45.5]	5.33%	5.43%	0.10%	0.0000
(45.5, 49.5]	7.67%	8.15%	0.49%	0.0003
(49.5, 52.5]	7.17%	8.15%	0.99%	0.0013
(52.5, 59.5]	16.50%	14.13%	-2.37%	0.0037
(59.5, inf]	12.00%	11.96%	-0.04%	0.0000

marital_status — PSI 0.0102

分栏	开发基准比例	OOT 比例	变更	贡献
丧偶	1.67%	1.63%	-0.04%	0.0000
已婚	54.00%	53.26%	-0.74%	0.0001
未婚	36.67%	39.67%	3.01%	0.0024
离异	7.67%	5.43%	-2.23%	0.0077

employment_years — PSI 0.0326

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 2.5]	12.13%	13.58%	1.45%	0.0016
(2.5, 5.5]	9.38%	13.58%	4.21%	0.0156
(5.5, 7.5]	6.99%	6.79%	-0.20%	0.0001
(7.5, 8.5]	5.15%	5.56%	0.41%	0.0003
(8.5, 12.5]	14.71%	14.81%	0.11%	0.0000
(12.5, 16.5]	15.44%	15.43%	-0.01%	0.0000
(16.5, 18.5]	11.21%	8.64%	-2.57%	0.0067
(18.5, 21.5]	12.13%	11.73%	-0.40%	0.0001
(21.5, 22.5]	5.15%	3.70%	-1.44%	0.0047
(22.5, inf]	7.72%	6.17%	-1.55%	0.0035

credit_score — PSI 0.0554

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 380.5]	4.94%	4.52%	-0.42%	0.0004
(380.5, 420.5]	6.53%	10.17%	3.64%	0.0162
(420.5, 444.5]	5.29%	5.65%	0.36%	0.0002
(444.5, 479.5]	7.76%	6.78%	-0.98%	0.0013
(479.5, 515.5]	7.23%	7.91%	0.68%	0.0006
(515.5, 555.0]	8.99%	7.34%	-1.65%	0.0033
(555.0, 587.0]	8.11%	3.95%	-4.16%	0.0299
(587.0, 656.5]	13.40%	12.99%	-0.41%	0.0001
(656.5, 746.0]	17.81%	18.08%	0.27%	0.0000
(746.0, inf]	19.93%	22.60%	2.67%	0.0034

debt_ratio — PSI 0.0180

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 0.05300000123679638]	7.83%	9.24%	1.41%	0.0023
(0.05300000123679638, 0.1394999995827675]	28.50%	25.00%	-3.50%	0.0046
(0.1394999995827675, 0.15850000083446503]	7.17%	6.52%	-0.64%	0.0006
(0.15850000083446503, 0.1744999960064888]	5.00%	3.80%	-1.20%	0.0033
(0.1744999960064888, 0.215999998152256]	15.00%	17.39%	2.39%	0.0035
(0.215999998152256, 0.2435000017285347]	7.33%	7.07%	-0.27%	0.0001
(0.2435000017285347, 0.27549999952316284]	6.33%	5.98%	-0.36%	0.0002
(0.27549999952316284, 0.32099999487400055]	6.67%	6.52%	-0.14%	0.0000
(0.32099999487400055, 0.3739999979734421]	6.83%	8.15%	1.32%	0.0023
(0.3739999979734421, inf]	9.33%	10.33%	0.99%	0.0010

months_since_last_loan — PSI 0.0222

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 8.5]	14.33%	13.04%	-1.29%	0.0012
(8.5, 16.5]	13.33%	13.59%	0.25%	0.0000
(16.5, 22.5]	9.00%	9.24%	0.24%	0.0001
(22.5, 28.5]	8.33%	10.33%	1.99%	0.0043
(28.5, 31.5]	5.17%	7.07%	1.90%	0.0059
(31.5, 35.5]	6.17%	7.61%	1.44%	0.0030
(35.5, 38.5]	5.83%	5.43%	-0.40%	0.0003
(38.5, 50.5]	21.67%	17.93%	-3.73%	0.0071
(50.5, 54.5]	7.50%	7.61%	0.11%	0.0000
(54.5, inf]	8.67%	8.15%	-0.51%	0.0003

historical_overdue_count — PSI 0.0249

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 0.5]	47.67%	48.91%	1.25%	0.0003
(0.5, 1.5]	35.00%	39.13%	4.13%	0.0046
(1.5, inf]	17.33%	11.96%	-5.38%	0.0200

loan_term — PSI 0.0408

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 4.5]	11.17%	10.87%	-0.30%	0.0001
(4.5, 9.0]	19.67%	23.37%	3.70%	0.0064
(9.0, 18.0]	38.67%	41.85%	3.18%	0.0025
(18.0, 30.0]	18.00%	16.85%	-1.15%	0.0008
(30.0, inf]	12.50%	7.07%	-5.43%	0.0310

purpose — PSI 0.0269

分栏	开发基准比例	OOT 比例	变更	贡献
其他	4.50%	6.52%	2.02%	0.0075
医疗	12.67%	9.78%	-2.88%	0.0075
周转	28.67%	32.07%	3.40%	0.0038
家装	16.33%	13.04%	-3.29%	0.0074
教育	10.00%	10.87%	0.87%	0.0007
日常消费	27.83%	27.72%	-0.12%	0.0000

region — PSI 0.0643

分栏	开发基准比例	OOT 比例	变更	贡献
东北	15.33%	17.93%	2.60%	0.0041
华东	12.17%	14.13%	1.96%	0.0029
华中	13.67%	11.41%	-2.25%	0.0041
华北	15.33%	12.50%	-2.83%	0.0058
华南	15.67%	14.13%	-1.54%	0.0016
西南	15.00%	10.33%	-4.67%	0.0175
西部	12.83%	19.57%	6.73%	0.0284

app_sessions_30d — PSI 0.0474

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 3.5]	6.33%	4.35%	-1.99%	0.0075
(3.5, 4.5]	5.83%	4.89%	-0.94%	0.0017
(4.5, 5.5]	6.50%	7.07%	0.57%	0.0005
(5.5, 6.5]	14.17%	14.13%	-0.04%	0.0000
(6.5, 7.5]	13.33%	13.04%	-0.29%	0.0001
(7.5, 8.5]	14.00%	21.20%	7.20%	0.0298
(8.5, 9.5]	12.83%	11.41%	-1.42%	0.0017
(9.5, 10.5]	9.17%	7.07%	-2.10%	0.0055
(10.5, 12.5]	12.33%	11.41%	-0.92%	0.0007
(12.5, inf]	5.50%	5.43%	-0.07%	0.0000

clicks_before_apply — PSI 0.1294

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 11.5]	16.50%	11.96%	-4.54%	0.0146
(11.5, 12.5]	9.00%	5.43%	-3.57%	0.0180
(12.5, 13.5]	9.50%	7.07%	-2.43%	0.0072
(13.5, 14.5]	9.00%	16.85%	7.85%	0.0492
(14.5, 15.5]	10.67%	6.52%	-4.14%	0.0204
(15.5, 16.5]	11.33%	15.22%	3.88%	0.0114
(16.5, 17.5]	8.83%	8.15%	-0.68%	0.0005
(17.5, 19.5]	11.33%	13.59%	2.25%	0.0041
(19.5, 21.5]	7.83%	7.61%	-0.22%	0.0001
(21.5, inf]	6.00%	7.61%	1.61%	0.0038

time_on_page_sec — PSI 0.0873

分栏	开发基准比例	OOT 比例	变更	贡献
(-inf, 59.0]	6.67%	2.72%	-3.95%	0.0354
(59.0, 204.5]	24.67%	29.89%	5.22%	0.0100
(204.5, 247.0]	7.67%	3.80%	-3.86%	0.0271
(247.0, 303.5]	9.67%	10.33%	0.66%	0.0004
(303.5, 349.5]	7.67%	9.24%	1.57%	0.0029
(349.5, 414.0]	11.83%	14.13%	2.30%	0.0041
(414.0, 446.0]	5.17%	3.80%	-1.36%	0.0042
(446.0, 522.5]	13.83%	12.50%	-1.33%	0.0014
(522.5, 568.5]	7.83%	7.61%	-0.22%	0.0001
(568.5, inf]	5.00%	5.98%	0.98%	0.0017

注：PSI ≤ 0.1 视为稳定，0.1~0.25 需关注，> 0.25 不稳定。

12 单变量分析

注：统计所有入模变量的单变量分析（开发样本口径）。预留验证/总体/OOT 口径的分组明细待扩展。

age

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 25.5]	80	13.33%	65	15	18.75%	4.33
2	(25.5, 28.5]	47	21.17%	45	2	4.26%	22.50
3	(28.5, 31.5]	41	28.00%	36	5	12.20%	7.20
4	(31.5, 38.5]	97	44.17%	91	6	6.19%	15.17
5	(38.5, 42.5]	43	51.33%	36	7	16.28%	5.14
6	(42.5, 45.5]	32	56.67%	31	1	3.12%	31.00
7	(45.5, 49.5]	46	64.33%	40	6	13.04%	6.67
8	(49.5, 52.5]	43	71.50%	35	8	18.60%	4.38
9	(52.5, 59.5]	99	88.00%	84	15	15.15%	5.60
10	(59.5, inf]	72	100.00%	67	5	6.94%	13.40
合计		600		530	70	11.67%	7.57

marital_status

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	丧偶	10	1.67%	8	2	20.00%	4.00
2	已婚	324	55.67%	293	31	9.57%	9.45
3	未婚	220	92.33%	191	29	13.18%	6.59
4	离异	46	100.00%	38	8	17.39%	4.75
合计		600		530	70	11.67%	7.57

employment_years

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 2.5]	66	12.13%	53	13	19.70%	4.08
2	(2.5, 5.5]	51	21.51%	47	4	7.84%	11.75
3	(5.5, 7.5]	38	28.49%	29	9	23.68%	3.22
4	(7.5, 8.5]	28	33.64%	27	1	3.57%	27.00
5	(8.5, 12.5]	80	48.35%	67	13	16.25%	5.15
6	(12.5, 16.5]	84	63.79%	77	7	8.33%	11.00
7	(16.5, 18.5]	61	75.00%	60	1	1.64%	60.00
8	(18.5, 21.5]	66	87.13%	57	9	13.64%	6.33
9	(21.5, 22.5]	28	92.28%	26	2	7.14%	13.00
10	(22.5, inf]	42	100.00%	37	5	11.90%	7.40
合计		544		480	64	11.76%	7.50

credit_score

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 380.5]	28	4.94%	19	9	32.14%	2.11
2	(380.5, 420.5]	37	11.46%	35	2	5.41%	17.50
3	(420.5, 444.5]	30	16.75%	24	6	20.00%	4.00
4	(444.5, 479.5]	44	24.51%	28	16	36.36%	1.75
5	(479.5, 515.5]	41	31.75%	34	7	17.07%	4.86
6	(515.5, 555.0]	51	40.74%	48	3	5.88%	16.00
7	(555.0, 587.0]	46	48.85%	36	10	21.74%	3.60
8	(587.0, 656.5]	76	62.26%	75	1	1.32%	75.00
9	(656.5, 746.0]	101	80.07%	91	10	9.90%	9.10
10	(746.0, inf]	113	100.00%	111	2	1.77%	55.50
合计		567		501	66	11.64%	7.59

debt_ratio

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 0.05300000123679638]	47	7.83%	46	1	2.13%	46.00
2	(0.05300000123679638, 0.1394999995827675]	171	36.33%	144	27	15.79%	5.33
3	(0.1394999995827675, 0.15850000083446503]	43	43.50%	43	0	0.00%	—
4	(0.15850000083446503, 0.1744999960064888]	30	48.50%	24	6	20.00%	4.00
5	(0.1744999960064888, 0.215999998152256]	90	63.50%	86	4	4.44%	21.50
6	(0.215999998152256, 0.2435000017285347]	44	70.83%	33	11	25.00%	3.00
7	(0.2435000017285347, 0.27549999952316284]	38	77.17%	36	2	5.26%	18.00
8	(0.27549999952316284, 0.32099999487400055]	40	83.83%	35	5	12.50%	7.00
9	(0.32099999487400055, 0.3739999979734421]	41	90.67%	32	9	21.95%	3.56
10	(0.3739999979734421, inf]	56	100.00%	51	5	8.93%	10.20
合计		600		530	70	11.67%	7.57

months_since_last_loan

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 8.5]	86	14.33%	73	13	15.12%	5.62
2	(8.5, 16.5]	80	27.67%	65	15	18.75%	4.33
3	(16.5, 22.5]	54	36.67%	49	5	9.26%	9.80
4	(22.5, 28.5]	50	45.00%	42	8	16.00%	5.25
5	(28.5, 31.5]	31	50.17%	30	1	3.23%	30.00
6	(31.5, 35.5]	37	56.33%	31	6	16.22%	5.17
7	(35.5, 38.5]	35	62.17%	35	0	0.00%	—
8	(38.5, 50.5]	130	83.83%	118	12	9.23%	9.83
9	(50.5, 54.5]	45	91.33%	37	8	17.78%	4.62
10	(54.5, inf]	52	100.00%	50	2	3.85%	25.00
合计		600		530	70	11.67%	7.57

historical_overdue_count

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 0.5]	286	47.67%	258	28	9.79%	9.21
2	(0.5, 1.5]	210	82.67%	187	23	10.95%	8.13
3	(1.5, inf]	104	100.00%	85	19	18.27%	4.47
合计		600		530	70	11.67%	7.57

loan_term

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 4.5]	67	11.17%	57	10	14.93%	5.70
2	(4.5, 9.0]	118	30.83%	109	9	7.63%	12.11
3	(9.0, 18.0]	232	69.50%	204	28	12.07%	7.29
4	(18.0, 30.0]	108	87.50%	94	14	12.96%	6.71
5	(30.0, inf]	75	100.00%	66	9	12.00%	7.33
合计		600		530	70	11.67%	7.57

purpose

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	其他	27	4.50%	23	4	14.81%	5.75
2	医疗	76	17.17%	71	5	6.58%	14.20
3	周转	172	45.83%	150	22	12.79%	6.82
4	家装	98	62.17%	91	7	7.14%	13.00
5	教育	60	72.17%	49	11	18.33%	4.45
6	日常消费	167	100.00%	146	21	12.57%	6.95
合计		600		530	70	11.67%	7.57

region

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	东北	92	15.33%	80	12	13.04%	6.67
2	华东	73	27.50%	67	6	8.22%	11.17
3	华中	82	41.17%	74	8	9.76%	9.25
4	华北	92	56.50%	84	8	8.70%	10.50
5	华南	94	72.17%	84	10	10.64%	8.40
6	西南	90	87.17%	76	14	15.56%	5.43
7	西部	77	100.00%	65	12	15.58%	5.42
合计		600		530	70	11.67%	7.57

app_sessions_30d

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 3.5]	38	6.33%	34	4	10.53%	8.50
2	(3.5, 4.5]	35	12.17%	30	5	14.29%	6.00
3	(4.5, 5.5]	39	18.67%	35	4	10.26%	8.75
4	(5.5, 6.5]	85	32.83%	68	17	20.00%	4.00
5	(6.5, 7.5]	80	46.17%	73	7	8.75%	10.43
6	(7.5, 8.5]	84	60.17%	78	6	7.14%	13.00
7	(8.5, 9.5]	77	73.00%	66	11	14.29%	6.00
8	(9.5, 10.5]	55	82.17%	50	5	9.09%	10.00
9	(10.5, 12.5]	74	94.50%	67	7	9.46%	9.57
10	(12.5, inf]	33	100.00%	29	4	12.12%	7.25
合计		600		530	70	11.67%	7.57

clicks_before_apply

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 11.5]	99	16.50%	90	9	9.09%	10.00
2	(11.5, 12.5]	54	25.50%	44	10	18.52%	4.40
3	(12.5, 13.5]	57	35.00%	52	5	8.77%	10.40
4	(13.5, 14.5]	54	44.00%	47	7	12.96%	6.71
5	(14.5, 15.5]	64	54.67%	59	5	7.81%	11.80
6	(15.5, 16.5]	68	66.00%	61	7	10.29%	8.71
7	(16.5, 17.5]	53	74.83%	45	8	15.09%	5.62
8	(17.5, 19.5]	68	86.17%	62	6	8.82%	10.33
9	(19.5, 21.5]	47	94.00%	40	7	14.89%	5.71
10	(21.5, inf]	36	100.00%	30	6	16.67%	5.00
合计		600		530	70	11.67%	7.57

time_on_page_sec

组号	Value	Tot. Records	累计占比	#Goods	#Bads	Bad Rate	G/B Odds
1	(-inf, 59.0]	40	6.67%	38	2	5.00%	19.00
2	(59.0, 204.5]	148	31.33%	129	19	12.84%	6.79
3	(204.5, 247.0]	46	39.00%	45	1	2.17%	45.00
4	(247.0, 303.5]	58	48.67%	51	7	12.07%	7.29
5	(303.5, 349.5]	46	56.33%	37	9	19.57%	4.11
6	(349.5, 414.0]	71	68.17%	70	1	1.41%	70.00
7	(414.0, 446.0]	31	73.33%	22	9	29.03%	2.44
8	(446.0, 522.5]	83	87.17%	70	13	15.66%	5.38
9	(522.5, 568.5]	47	95.00%	44	3	6.38%	14.67
10	(568.5, inf]	30	100.00%	24	6	20.00%	4.00
合计		600		530	70	11.67%	7.57

13 压力测试

注：验证压力情境下模型的有效性和区分能力稳定性：a.坏浓度更高样本 b.时间外样本 c.特定特征客群 d.极端时间样本。当前流程自动生成情景1（跨时间 OOT 样本），其余情景需人工构造样本后补充。

测试情景1：跨时间(OOT)样本

变量贡献度

变量	贡献度
credit_score	0.6168
debt_ratio	0.3040
time_on_page_sec	0.2297
employment_years	0.1959
age	0.1789
months_since_last_loan	0.1546
app_sessions_30d	0.0922
historical_overdue_count	0.0810
purpose	0.0778
marital_status	0.0505

区分度验证 — LR + WOE 评分卡 @ OOT

KS = 0.2492，GINI = 0.1492

组号	分数区间(PD)	样本数	累计占比	Good	Bad	累计Good占比	累计Bad占比	分组坏率	累计坏率	分组Odds	累计Odds
1	0.0095 ~ 0.0370	19	10.33%	18	1	11.11%	4.55%	5.26%	5.26%	18.00	18.00
2	0.0390 ~ 0.0471	18	20.11%	15	3	9.26%	18.18%	16.67%	10.81%	5.00	8.25
3	0.0477 ~ 0.0560	18	29.89%	16	2	9.88%	27.27%	11.11%	10.91%	8.00	8.17
4	0.0574 ~ 0.0723	19	40.22%	16	3	9.88%	40.91%	15.79%	12.16%	5.33	7.22
5	0.0726 ~ 0.0860	18	50.00%	17	1	10.49%	45.45%	5.56%	10.87%	17.00	8.20
6	0.0872 ~ 0.1055	18	59.78%	18	0	11.11%	45.45%	0.00%	9.09%	—	10.00
7	0.1076 ~ 0.1306	19	70.11%	18	1	11.11%	50.00%	5.26%	8.53%	18.00	10.73
8	0.1308 ~ 0.1686	18	79.89%	14	4	8.64%	68.18%	22.22%	10.20%	3.50	8.80
9	0.1690 ~ 0.2000	18	89.67%	16	2	9.88%	77.27%	11.11%	10.30%	8.00	8.71
10	0.2011 ~ 0.3883	19	100.00%	14	5	8.64%	100.00%	26.32%	11.96%	2.80	7.36
TOTALS		184		162	22			11.96%		—	7.36