Credit Scoring Models - Open Risk Manual

This page aims to be a comprehensive collection of publicly available models and algorithms used for credit scoring. The credit scoring model collection focuses on the classic one period credit assessment / classification problem that typically produces a credit score and/or a probabilistic estimate of credit risk on the basis of selected characteristics of a borrower. Credit scoring models have been used globally for decades and in a variety of contexts. The significant overlap of credit scoring methodology with other statistical disciplines means that the entire arsenal of statistical methods has been available and tried with varying degrees of success, usability and adoption. We identify here some key model attributes that can help categorize the variety of models.