Credit scoring: Statistical issues and evidence from credit-bureau files

被引:26
作者
Avery, RB [1 ]
Bostic, RW [1 ]
Calem, PS [1 ]
Canner, GB [1 ]
机构
[1] Fed Reserve Syst, Board Governors, Washington, DC 20551 USA
关键词
D O I
10.1111/1540-6229.00811
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
Although credit Goring offers benefits to lenders and borrowers, its use raises important statistical issues that may affect the ability of scoring systems to accurately quantify an individual's credit risk. The evidence from a national sample of credit-bureau records suggests that concerns about omitted-variable bias may be justified, as local economic factors show significant correlations with credit scores.
引用
收藏
页码:523 / 547
页数:25
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