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

Actual vs Prediction

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