Table 1.
Overview of the literature.
Table 2.
Predictor variables for the Home Credit data.
Table 3.
Predictor variables for the Taiwan credit data.
Table 4.
Confusion matrix.
Fig 1.
Credit scores calculation process flow—current vs proposed.
Table 5.
AUC and p-values of the models–Taiwan data.
Table 6.
Confusion matrices of the models–Taiwan data.
Table 7.
AUC and p-values of the models–Home Credit data.
Table 8.
Confusion matrices of the models–Home Credit data.
Fig 2.
Logodds of the predictor variables.
Table 9.
Average payment indicator—July, August & September.
Table 10.
Average bill amount—July, August & September.
Table 11.
Average payment indicator–April, May, and June.
Table 12.
Ratio September payment indicator divided by a 3-months average payment indicator (July, August, and September).
Table 13.
Standard deviation of payment indicator—July, August, September.
Table 14.
Average payment amount—July, August, September.
Table 15.
Ratio September bill amount over a 3-months average bill amount—July, August, September.
Table 16.
Average–Approved annuity amount.
Table 17.
Maximum number of days (relative to the application date) on which a payment was made for previous instalments.
Table 18.
Maximum–Approved credit amount.
Table 19.
Average of external scores (1, 2 & 3).
Table 20.
Normalized score from external data source 3.
Table 21.
Normalized score from external data source 2.
Table 22.
Normalized score from external data source 1.
Table 23.
Maximum—How many days before current application did client apply for credit bureau credit.
Table 24.
Average—Days past due of instalments.
Table 25.
How many days before the application the person started current employment.
Table 26.
Ratio of annuity amount / Credit amount.