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Credit Scoring: Statistical Issues and Evidence from Credit-Bureau Files

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Author Info
Robert B. Avery
Raphael W. Bostic
Paul S. Calem
Glenn B. Canner
Abstract

Although credit scoring 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. Copyright American Real Estate and Urban Economics Association.

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Publisher Info
Article provided by American Real Estate and Urban Economics Association in its journal Real Estate Economics.

Volume (Year): 28 (2000)
Issue (Month): 3 ()
Pages: 523-547
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Handle: RePEc:bla:reesec:v:28:y:2000:i:3:p:523-547

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  1. Kartik Athreya & Xuan S. Tam & Eric R. Young, 2008. "A quantitative theory of information and unsecured credit," Working Paper 08-06, Federal Reserve Bank of Richmond. [Downloadable!]
  2. Allen N. Berger, 2002. "The economic effects of technological progress: evidence from the banking industry," Finance and Economics Discussion Series 2002-50, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  3. Ron Feldman, 2002. "Mortgage rates, homeownership rates, and government-sponsored enterprises," Annual Report, Federal Reserve Bank of Minneapolis, pages 4-23. [Downloadable!]
  4. Stephen L. Ross & John Yinger, 2002. "Looking the Other Way: A Critique of the Fair-Lending Enforcement System and a Plan to Fix It," Center for Policy Research Policy Briefs 24, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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This page was last updated on 2009-11-22.

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