Credit Scoring Resources

Technical resources for credit scoring analysts, compiled by Ross Gayler and somewhat biased towards Australasia and the UK.

More content will be added eventually.

Melbourne Risk Analytics Group

If you work in credit scoring or related fields and are based in Melbourne you should consider joining the  Melbourne Risk Analytics Group.  This group meets quarterly for a presentation on some topic of interest and networking. Membership is free and you can sign up on-line.  There is a list of past talks and some of the presentation materials are available.

Credit Risk Analytics Occasional Newsletter

This newsletter is a direct communication (untouched by Sales or Marketing) from the credit risk modellers at Veda Advantage to their colleagues. It is intended for hands-on predictive modelling analysts working in retail credit portfolio management, for example, credit scoring, Basel II modelling, or fraud modelling.  The newsletter distributes non-confidential topical information that might otherwise be difficult or tedious to locate. This includes information such as conference and research paper announcements and pointers to resources for technical analysts. The volume of these newsletters is low, with time-critical announcements being made as needed and other issues appearing roughly quarterly.

Issue 8 (March 2013)

Issue 7 (June 2010)

Issue 6 (May 2010)

Issue 5 (May 2009)

Issue 4 (February 2009)

Issue 3 (September 2008)

Issue 2 (July 2008)

Issue 1 (June 2008)


(The links are to the most informative sites on the contents of each book.)

Anderson, R. (2007). The credit scoring toolkit: Theory and practice for retail credit risk management and decision automation.

Bailey, M. (Ed.) (2004). Consumer credit quality: Underwriting, scoring, fraud prevention and collections.

Bailey, M. (Ed.) (2004). Credit scoring: The principles and practicalities (2nd ed.).

Bailey, M. (2004). Lies, damn lies and statistics in consumer credit.

Bailey, M. (Ed.) (2006). Consumer collections and recoveries: Operations and strategies (2nd ed.).

Bailey, M. (2006). Practical credit scoring: Issues and techniques.

Breeden, J.L. (2014). Reinventing retail lending analytics: Forecasting, stress testing, capital and scoring for a world of crises (2nd ed.).

Engelmann, B. & Rauhmeier, R. (Eds.) (2006). The Basel II Risk parameters: Estimation, validation, and stress testing.

Finlay, S. (2010). The management of consumer credit: Theory and practice (2nd ed.).

Finlay, S. (2009). Consumer credit fundamentals (2nd ed.).

Finlay, S. (2012). Credit scoring, response modelling and insurance rating: A practical guide to forecasting consumer behaviour (2nd ed.).

Lewis, E. M. (1994). An introduction to credit scoring (2nd ed.).

Mays, E. (Ed.) (1998). Credit risk modeling: Design and application.

Mays, E. (Ed.) (2001). Handbook of credit scoring.

Mays, E. (Ed.) (2003). Credit scoring for risk managers: The handbook for lenders.

Mays, E. & Lynas, N. (2011). Credit scoring for risk managers: The handbook for lenders. (2nd ed.).
McNab, H. & Taylor, P. (2008). Principles and practice of consumer credit risk management (3rd ed.).

Siddiqi, N. (2005). Credit risk scorecards: Developing and implementing intelligent credit scoring.

Thomas, L. C. (2009). Consumer credit models: Pricing, profit and portfolios.

Thomas, L. C., Crook, J. N. & Edelman, D. B. (Eds.) (1992). Credit scoring and credit control.

Thomas, L. C., Edelman, D. B. & Crook, J. N. (2002) Credit scoring and its applications.

Thomas, L. C., Edelman, D. B. & Crook, J. N. (Eds.) (2004) Readings in credit scoring: Recent developments, advances, and aims.

Van Gestel, T. & Baesens, B. (2008). Credit risk management: Basic concepts.

List of books as a Google Books bookshelf. (A few of these titles are not known to Google Books.)

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Copyright © Ross Gayler

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Last update: 10 February, 2015

Created: 17 June, 2008