相关论文: R\'eint\'egration des refus\'es en Credit Scoring

Credit scoring models based on accepted applications may be biased and their consequences can have a statistical and economic impact. Reject inference is the process of attempting to infer the creditworthiness status of the rejected…

We present the problem of "Reject Inference" for credit acceptance. Because of the current legal framework (Basel II), credit institutions need to industrialize their processes for credit acceptance, including Reject Inference. We present…

Credit scoring models support loan approval decisions in the financial services industry. Lenders train these models on data from previously granted credit applications, where the borrowers' repayment behavior has been observed. This…

Scoring models support decision-making in financial institutions. Their estimation and evaluation are based on the data of previously accepted applicants with known repayment behavior. This creates sampling bias: the available labeled data…

Credit scores are critical for allocating consumer debt in the United States, yet little evidence is available on their performance. We benchmark a widely used credit score against a machine learning model of consumer default and find…

The credit scoring risk management is a fast growing field due to consumer's credit requests. Credit requests, of new and existing customers, are often evaluated by classical discrimination rules based on customers information. However,…

Credit Scores are ubiquitous and instrumental for loan providers and regulators. In this paper we showcase how micro-loan credit system can be developed in real setting. We show what challenges arise and discuss solutions. Particularly, we…

The paper is aware of the importance of certain figures that are essential to an understanding of Credit Scoring models in credit acceptance process optimization, namely if the power of discrimination measured by Gini value is increased by…

The widespread use of machine learning in credit scoring has brought significant advancements in risk assessment and decision-making. However, it has also raised concerns about potential biases, discrimination, and lack of transparency in…

Credit risk scorecards are logistic regression models, fitted to large and complex data sets, employed by the financial industry to model the probability of default of a potential customer. In order to ensure that a scorecard remains a…

In financial credit scoring, loan applications may be approved or rejected. We can only observe default/non-default labels for approved samples but have no observations for rejected samples, which leads to missing-not-at-random selection…

For more than a half-century, credit risk management has used credit scoring models in each of its well-defined stages to manage credit risk. Application scoring is used to decide whether to grant a credit or not, while behavioral scoring…

This paper aims to present a general idea of method comparison of Credit Scoring techniques. Any scorecard can be made in various methods based on variable transformations in the logistic regression model. To make a comparison and come up…

Access to capital is a major constraint for economic growth in the developing world. Yet those attempting to lend in this space face high defaults due to their inability to distinguish creditworthy borrowers from the rest. In this paper, we…

Credit scoring is a rapidly expanding analytical technique used by banks and other financial institutions. Academic studies on credit scoring provide a range of classification techniques used to differentiate between good and bad borrowers.…

Abstaining classifiers have the option to abstain from making predictions on inputs that they are unsure about. These classifiers are becoming increasingly popular in high-stakes decision-making problems, as they can withhold uncertain…

Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for…

Microfinance, despite its significant potential for poverty reduction, is facing sustainability hardships due to high default rates. Although many methods in regular finance can estimate credit scores and default probabilities, these…

We show that lenders face more uncertainty when assessing default risk of historically under-served groups in US credit markets and that this information disparity is a quantitatively important driver of inefficient and unequal credit…

The thin-file borrowers are customers for whom a creditworthiness assessment is uncertain due to their lack of credit history; many researchers have used borrowers' relationships and interactions networks in the form of graphs as an…