Consumer credit scoring: Do situational circumstances matter?

被引：68

作者：

Avery, RB ^{[1
]}

Calem, PS ^{[1
]}

Canner, GB ^{[1
]}

机构：

[1] Fed Reserve Syst, Board Governors, Div Res & Stat, Washington, DC 20551 USA

来源：

JOURNAL OF BANKING & FINANCE | 2004年 / 28卷 / 04期

关键词：

credit scoring; consumer credit; credit risk;

D O I：

10.1016/j.jbankfin.2003.10.009

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

Although credit history scoring offers benefits to lenders and borrowers, failure to consider situational circumstances raises important statistical issues that may affect the ability of scoring systems to accurately quantify an individual's credit risk. Evidence from a national sample of credit reporting agency records suggests that failure to consider measures of local economic circumstances and individual trigger events when developing credit history scores can diminish the potential effectiveness of such models. There are practical difficulties, however, associated with developing scoring models that incorporate situational data, arising largely because of inherent limitations of the credit reporting agency databases used to build scoring models. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：835 / 856

页数：22