A Competitive Theory of Credit Scoring
We study how credit scoring impacts the ability of individuals to consumption smooth. Our environment has ex-ante heterogeneity of household types. Credit scoring is interpreted as an intermediary's posterior of a household's type conditional on its bankruptcy and borrowing decisions. The inference problem is whether an observed defaulter is a good type with a bad earnings realization or a bad type. Default adversely affects an agent's credit score and endogenously limits the household's access to unsecured credit
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