Reject inference in application scorecards: evidence from France
Good introduction and discussion on the topic.
- from
- Credit Modeling
- added
- 2026-10-10
- likes
- 0
similar
-
-
Good practice in retail credit scorecard assessment tandfonline.com
In retail banking, predictive statistical models called ‘scorecards’ are used to assign customers to classes, and hence to appropriate actions or interventions. Such assignments are made on the basis of whether a customer's predicted score is above or below a given threshold…
-
Credit Risk Assessment Using Statistical and Machine Learning: Basic Methodology and Risk Modeling Applications link.springer.com
An important ingredient to accomplish the goal of a more efficient use of resources through risk modeling is to find accurate predictors of individual risk in the credit portfolios of institutions. In this context the authors make a comparative analysis of different statistical…
-
-
Super-App Behavioral Patterns in Credit Risk Models: Financial, Statistical and Regulatory Implications arxiv.org
Presents the impact of alternative data that originates from an app-based marketplace, in contrast to traditional bureau data, upon credit scoring models. These alternative data sources have shown themselves to be immensely powerful in predicting borrower behavior in segments…
-
Recent developments in consumer credit risk assessment sciencedirect.com
The riskiness of lending to a credit applicant is usually estimated using a logistic regression model though researchers have considered many other types of classifier, but data quality issues may prevent these laboratory based results from being achieved in practice. The…
Credit Modeling › Sample Selection: “Good introduction and discussion on the topic.”