Credit scoring Regulatory Issues - World Bank Group信用评分的监管问题，世界银行集团.pptVIP

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Credit scoring Regulatory Issues - World Bank Group信用评分的监管问题，世界银行集团.ppt

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Supervising and Regulating the Use of Credit Repository Data Raphael W. Bostic Federal Reserve Board June 18, 2001 Introduction Federal Reserve oversees activities of institutions that use data at credit repositories Our concerns: Data are accurate Data are complete Regulatory Structure What data can be kept Prohibitions against collecting certain data Examples: gender, race, marital status Regulatory Structure What data can be kept How long data can be kept Allows for opportunity to recover Regulatory Structure What data can be kept How long data can be kept Who can access the data Grounds for obtaining personal information Legitimate business purpose required Regulatory Structure What data can be kept How long data can be kept Who can access the data How are disputes handled Critical for addressing accuracy concerns Institutional Structure Repositories have an incentive to make their data complete Profit motive: lenders want models that work best Institutional Structure No regulatory requirement to report credit information A self-enforcement mechanism Lenders do not have to report Repositories do not have to provide access Introduction to Regulation and Supervision Credit scoring and safety and soundness Credit scoring and fair lending enforcement Credit Scoring and Safety and Soundness Credit scoring uses Rank applicants according to credit quality Estimate probability of default for individual applicants at portfolio level Credit Scoring and Safety and Soundness If the scoring model does not work, an institution can face significant, and unforeseen, risks Could potentially results in institutional stress Credit Scoring and Safety and Soundness Supervisors must monitor the performance of scoring models - “Model validation” In the US, model validation is done by specialists at the banking regulatory agencies Credit Scoring and Safety and Soundness Validation objectives Evaluate model stability, reliability, and accuracy Conduct benchmark analysis/b