Time will tell: Behavioural Scoring and the Dynamics of Consumer Credit Assessment

L.C. Thomas, J. Ho and W.T. Scherer

Working Papers from University of Southampton - Department of Accounting and Management Science

Abstract: This paper discusses the use of dynamic modelling in consumer credit risk assessment. It surveys the approaches and objectives of behavioural scoring, customer scoring and profit scoring. It then investigates how Markov chain stochastic processes can be used to model the dynamics of the delinquency status and behavioural scores of consumers.

Keywords: RISK; CONSUMERS; CREDIT (search for similar items in EconPapers)
JEL-codes: C42 D11 (search for similar items in EconPapers)
Pages: 32 pages
Date: 2001
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Citations: View citations in EconPapers (14)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:sotoam:01-174

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