Banking retail consumer finance data generator - credit scoring data repository

TL;DR

This paper introduces a banking data generator based on migration matrices and scoring rules, aiding credit scoring research and analysis of macroeconomic impacts on banking stability.

Contribution

It presents a novel banking data generator for comparing credit scoring techniques and analyzing macroeconomic effects on client stability.

Findings

Data generator helps understand banking process complexity.

Crisis behavior is difficult to predict when multiple factors influence it.

Crisis impacts are pervasive across risk reports.

Abstract

This paper presents two cases of random banking data generators based on migration matrices and scoring rules. The banking data generator is a new hope in researches of finding the proving method of comparisons of various credit scoring techniques. There is analyzed the influence of one cyclic macro--economic variable on stability in the time account and client characteristics. Data are very useful for various analyses to understand in the better way the complexity of the banking processes and also for students and their researches. There are presented very interesting conclusions for crisis behavior, namely that if a crisis is impacted by many factors, both customer characteristics: application and behavioral; then there is very difficult to indicate these factors in the typical scoring analysis and the crisis is everywhere, in every kind of risk reports.