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Banking retail consumer finance data generator - credit scoring data repository

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  • Karol Przanowski

Abstract

This paper presents two cases of random banking data generators based on migration matrices and scoring rules. The banking data generator is a new hope in researches of finding the proving method of comparisons of various credit scoring techniques. There is analyzed the influence of one cyclic macro--economic variable on stability in the time account and client characteristics. Data are very useful for various analyses to understand in the better way the complexity of the banking processes and also for students and their researches. There are presented very interesting conclusions for crisis behavior, namely that if a crisis is impacted by many factors, both customer characteristics: application and behavioral; then there is very difficult to indicate these factors in the typical scoring analysis and the crisis is everywhere, in every kind of risk reports.

Suggested Citation

  • Karol Przanowski, 2011. "Banking retail consumer finance data generator - credit scoring data repository," Papers 1105.2968, arXiv.org.
    • Handle: RePEc:arx:papers:1105.2968
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    File URL: http://arxiv.org/pdf/1105.2968
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    References listed on IDEAS

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    1. T Bellotti & J Crook, 2009. "Credit scoring with macroeconomic variables using survival analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(12), pages 1699-1707, December.
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    Cited by:

    1. Karol Przanowski & Jolanta Mamczarz, 2012. "Consumer finance data generator - a new approach to Credit Scoring technique comparison," Papers 1210.0057, arXiv.org.

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