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A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers

Thomas, Lyn C. (2000) A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers International Journal of Forecasting, 16, (2), pp. 149-172. (doi:10.1016/S0169-2070(00)00034-0).

Record type: Article

Abstract

Credit scoring and behavioural scoring are the techniques that help organisations decide whether or not to grant credit to consumers who apply to them. This article surveys the techniques used — both statistical and operational research based — to support these decisions.
It also discusses the need to incorporate economic conditions into the scoring systems and the way the systems could change from estimating the probability of a consumer defaulting to estimating the profit a consumer will bring to the lending organisation — two of the major developments being attempted in the area. It points out how successful has been this under-researched area of forecasting financial risk.

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More information

Published date: 2000
Keywords: finance, discriminant analysis, classification, economic forecasting, profit scoring

Identifiers

Local EPrints ID: 35665
URI: http://eprints.soton.ac.uk/id/eprint/35665
ISSN: 0169-2070
PURE UUID: 4a2acb53-75a5-4439-83e6-0b354143d006

Catalogue record

Date deposited: 26 Jun 2006
Last modified: 17 Jul 2017 15:47

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Contributors

Author: Lyn C. Thomas

University divisions

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