Jump to ContentJump to Main Navigation
Credit Risk ManagementBasic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital$
Users without a subscription are not able to see the full content.

Tony Van Gestel and Bart Baesens

Print publication date: 2008

Print ISBN-13: 9780199545117

Published to Oxford Scholarship Online: January 2009

DOI: 10.1093/acprof:oso/9780199545117.001.0001

Show Summary Details
Page of

PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2021. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use. date: 23 January 2021

Credit scoring

Credit scoring

(p.93) 2 Credit scoring
Credit Risk Management

Tony Van Gestel

Bart Baesens

Oxford University Press

This chapter provides an introduction to credit scoring. The chapter is organized as follows. Section 2.2 discusses the use of scores during different stages of the customer cycle, while section 2.3 compares scoring functions based on their characteristics concerning risk type, risk entity, and the score source. Credit bureaus are a popular external reference source for scoring and are discussed in section 2.4. The concept of overruling or overrides is reviewed in section 2.5. The different business purposes of credit scoring are reviewed in section 2.6. Section 2.7 concludes the chapter with a critical review of the limitations of scoring systems.

Keywords:   credit scores, score types, credit bureaus, overrides, scoring systems

Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us .