Late Payment Risk Index (SXI)
SCORE + CORRELATE = IMPROVE
Current SXI Score
0.97
Current Late Payments
49.85%
Late Payments Prediction Accuracy
99.99%
Target SXI Score
0.90
Target Late Payments
(20%)39.86%
Late Payments Prediction Precision
99.99%
Potential Business Improvements
Current Number of Late Payments = 25,816
Improvement
20% or 5163 less
Late Payments
Improvement
49.80% or 12,856 less
Late Payments
Improvement
79.92% or 20,632 less
Late Payments
| Auto-ML | SXI | SXI++ | |
|---|---|---|---|
| Accuracy (%) | 84.52% | 88.07% | 99.99% |
| Precision (%) | 86.29% | 90.22% | 99.99% |
| AUC | 0.92 | 0.93 | 1 |
| True Positives = 5198 | False Positives = 2 |
|---|---|
| False Negatives = 0 | True Negatives = 5163 |
| ID | SXI Score | Actual Target | Predicted Target |
|---|---|---|---|
| 166630 | 0.481 | On Time Payment | On Time Payment |
| 7088 | 0.876 | Late Payment | On Time Payment |
| 3730 | 0.555 | On Time Payment | On Time Payment |
| 15397 | 1.324 | Late Payment | Late Payment |
| 14577 | 1.049 | Late Payment | Late Payment |
| 48494 | 0.981 | On Time Payment | Late Payment |
| 34482 | 0.697 | On Time Payment | On Time Payment |
| 24334 | 1.256 | Late Payment | Late Payment |
| 39505 | 0.716 | On Time Payment | On Time Payment |
| 6228 | 0.786 | On Time Payment | On Time Payment |
Current Late Payments Decision Tree
Target Late Payments Decision Tree
Sensitivity Analysis
| FEATURES | INSTALLMENT | LAST_PYMNT_AMNT | TOTAL_REC_LATE_FEE | DELINQ_AMNT | TOTAL_PYMNT | LOAN_STATUS |
|---|---|---|---|---|---|---|
| Actual Values | 712.18 | 712.18 | 0.0 | 0.0 | 20654.91 | 1 (Late Payments) |
| Adjusted Values | 997.05 | 854.62 | 0.0 | 0.0 | 23753.15 | 0 (On Time Payments) |
| Change in values (%) | 40 | 20 | -20 | 38 | 15 | - |
The target variable changed from Late Payments (Prediction in Actual Data) to On Time Payments (Prediction in Adjusted Data).
Avg. Loan amount
16472.08
Avg. Annual Income
78546.71
Most Frequent Application Type
Individual
Most Frequent Employment Length
10+ years