اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدReintegration des refuses en Credit Scoring
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The granting process of all credit institutions rejects applicants who seem risky regarding the repayment of their debt. A credit score is calculated and associated with a cut-off value beneath which an applicant is rejected. Developing a new score implies having a learning dataset in which the response variable good/bad borrower is known, so that rejects are de facto excluded from the learning process. We first introduce the context and some useful notations. Then we formalize if this particular sampling has consequences on the scores relevance. Finally, we elaborate on methods that use not-financed clients characteristics and conclude that none of these methods are satisfactory in practice using data from Credit Agricole Consumer Finance. ----- Un syst`eme doctroi de credit peut refuser des demandes de pr^et jugees trop risquees. Au sein de ce syst`eme, le score de credit fournit une valeur mesurant un risque de defaut, valeur qui est comparee `a un seuil dacceptabilite. Ce score est construit exclusivement sur des donnees de clients finances, contenant en particulier linformation `bon ou mauvais payeur, alors quil est par la suite applique `a lensemble des demandes. Un tel score est-il statistiquement pertinent ? Dans cette note, nous precisons et formalisons cette question et etudions leffet de labsence des non-finances sur les scores elabores. Nous presentons ensuite des methodes pour reintegrer les non-finances et concluons sur leur inefficacite en pratique, `a partir de donnees issues de Credit Agricole Consumer Finance.
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