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Old 04-27-2015, 09:29 AM
paulbernal paulbernal is offline
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Default Credit Risk Modelling

Dear friends,

Hope you are doing great! I have been searching for white papers, videos, tutorials, or any kind of documentation regarding credit risk and customer profiling based on their credit risk.

To clarify, I refer to credit risk assessment of individual customers who apply for car loans, mortgages, etc. based on a series of variables such as age, number of active credit cards, payment history, disposable income, etc.

Any guidance regarding this subject matter will be greatly appreciated.

Best regards,

Paul
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Old 04-28-2015, 05:27 AM
edward222's Avatar
edward222 edward222 is offline
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The best suggestion I can give is,
hire a consultant my friend

They maybe expensive, but your money is worth
paying for.
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Old 04-28-2015, 08:19 AM
Falafel Falafel is offline
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Quote:
Originally Posted by paulbernal View Post
Dear friends,

Hope you are doing great! I have been searching for white papers, videos, tutorials, or any kind of documentation regarding credit risk and customer profiling based on their credit risk.

To clarify, I refer to credit risk assessment of individual customers who apply for car loans, mortgages, etc. based on a series of variables such as age, number of active credit cards, payment history, disposable income, etc.

Any guidance regarding this subject matter will be greatly appreciated.

Best regards,

Paul
For credit risk assessment used internally by a bank, these models are going to be super proprietary. At best you can browse the whitepapers published by a company that sells these models and hope something is in there.

For regular credit scoring, there's a wealth of information out there about what is considered, how important it is, recommended levels, etc.
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