Time will tell: Behavioural Scoring and the Dynamics of Consumer Credit Assessment
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.
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|Date of creation:||2001|
|Date of revision:|
|Contact details of provider:|| Postal: University of Southampton, Department of Accounting & Mangement Science, Southampton S09 5NH UK.|
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