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Using Credit Bureau Variables at Behavioral Credit Scoring

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Using Credit Bureau Variables at Behavioral Credit Scoring

Hi experts,

 

We are working on developing a behavioral credit scorecard project. We have credit bureau variables and we are investigationg how can we use these variables at behavioral scorecard because not all of customers have up to date credit bureau data.

 

Month difference between data year_month and credit bureau_query_date:

 

diff = (year_month - credit_bureau_query_date)

 

(Max 6 months is supposed)

 

So I want to analyse the variable interaction between credit bureau variables and diff variable and decide which diff number do I have to choose (1,2,3,4,5,6). 

 

How can I do that using SAS?

 

Many thanks,

Onur


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‎01-20-2017 06:08 AM
Occasional Contributor
Posts: 7

Re: Using Credit Bureau Variables at Behavioral Credit Scoring


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‎01-20-2017 06:08 AM
Occasional Contributor
Posts: 7

Re: Using Credit Bureau Variables at Behavioral Credit Scoring

6 months

Contributor
Posts: 27

Re: Using Credit Bureau Variables at Behavioral Credit Scoring

Hi dincooo,

 

I am building a behavioral score model as well and I am kind of confused about how to collect the data. could you please share how you collected your data?

 

Thanks

Super User
Posts: 3,178

Re: Using Credit Bureau Variables at Behavioral Credit Scoring

Behaviour scores are based on account / credit card behaviour which can be measures like when it was last delinquent, the utilization of the limit, how long it has been open, whether it has been overlimit or not and so on. As already mentioned, these measures need to be monitored for at least 6 months before they are accurate enough for score calculation. They can be sourced from account, customer and transaction data. 

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