Responsible AI in automated credit scoring systems

Using DEA for Classification in Credit Scoring

Credit scoring is a kind of binary classification problem that contains important information for manager to make a decision in particularly in banking authorities. Obtained scores provide a practical credit decision for a loan officer to classify clients to reject or accept for payment loan. For this sake, in this paper a data envelopment analysis- discriminant analysis (DEA-DA) approach is us...

Small Business Credit Scoring and Credit Availability

U.S. commercial banks are increasingly using credit scoring models to underwrite small business credits. This paper discusses this technology, evaluates the research findings on the effects of this technology on small business credit availability, and links these findings to a number of research and public policy issues. JEL classification: G21, G28, G34, L23

Credit Risk Scoring Models

Credit scoring models play a fundamental role in the risk management practice at most banks. They are used to quantify credit risk at counterparty or transaction level in the different phases of the credit cycle (e.g. application, behavioural, collection models). The credit score empowers users to make quick decisions or even to automate decisions and this is extremely desirable when banks are ...

Credit Scoring Methods

Credit scoring, statistique et apprentissage

Les accords dits « Bâle 2 » sur la solvabilité des banques ont remis au goût du jour les techniques de scoring en imposant aux banques de calculer des probabilités de défaut et le montant des pertes en cas de défaut. Nous présentons dans cet exposé les principales techniques utilisées et les problèmes actuels. Le terme credit scoring désigne un ensemble d’outils d’aide à la décision utilisés pa...