Credit scoring: Statistical issues and evidence from credit-bureau files

Real Estate Economics

Volumn 28, Issue 3, 2000, Pages 523-547

  Avery, Robert B ^a   Bostic, Raphael W ^a   Calem, Paul S ^a   Canner, Glenn B ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034404353     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00811     Document Type: Article

References (11)

1. Avery, R.B., R.W. Bostic, P.S. Calem and G.B. Canner. 1996. Credit Risk, Credit Scoring, and the Performance of Home Mortgages. Federal Reserve Bulletin 82: 621-648.
2. Calem, P.S. and S.M. Wachter. 1999. Performance of Mortgages in a Community Reinvestment Portfolio. Real Estate Economics 27: 105-134.
3. Carlino, G.A. and K. Sill. 1997. Regional Economies: Separating Trends from Cycles. Business Review, Federal Reserve Bank of Philadelphia (May/June): 19-31.
4. Fair, Isaac and Company, Inc. 1996. Low to Moderate Income and High Minority Area Case Studies. Discussion Paper. Fair, Isaac and Company: San Rafael, CA.
5. Fannie Mae. 1995. Measuring Credit Risk: Borrower Credit Scores and Lender Profiles. Fannie Mae Letter LL09-95. Fannie Mae: Washington, DC.
6. Freddie Mac. 1995. The Predictive Power of Selected Credit Scores. Freddie Mac Industry Letter. Freddie Mac: McLean, VA.
7. _. 1996. Automated Underwriting: Making Mortgage Lending Simpler and Fairer for America's Families. Freddie Mac Report (September). Freddie Mac: McLean, VA.
8. Kennickell, A.B., M. Starr-McCluer and A.E. Sunden. 1997. Family Finances in the U.S.: Recent Evidence from the Survey of Consumer Finances. Federal Reserve Bulletin 83: 1-24.
9. Marteli, J., P. Panichelli, R. Strauch and S. Taylor-Schoff. 1997. The Effectiveness of Scoring on Low-to-Moderate-Income and High-Minority Area Populations. Fair, Isaac and Company Inc. Research Paper. Fair, Isaac and Company: San Rafael, CA.
10. Pierzchalski, L. 1996. Guarding against Risk. Mortgage Banking (June): 38-45.
11. Samolyk, K.A. 1994. Banking Conditions and Regional Economic Performance: Evidence of a Regional Credit Channel. Journal of Monetary Economics 34: 259-278.