Journal of the Operational Research Society

, Volume 56, Issue 9, pp 1006–1015

A survey of the issues in consumer credit modelling research

Special Issue Paper

DOI: 10.1057/palgrave.jors.2602018

Cite this article as:
Thomas, L., Oliver, R. & Hand, D. J Oper Res Soc (2005) 56: 1006. doi:10.1057/palgrave.jors.2602018


Methods for assessing the credit risk when lending to consumers has been in operation for 50 years. Yet, there are probably now more opportunities and challenges for research into the development of this area than ever before. This paper surveys the development of the methodology, describes the current environment for consumer lending and seeks to identify some of the modelling areas and issues that are actively being researched or should be.


credit scoring consumer credit risk classification Basel capital accord 

Copyright information

© Palgrave Macmillan Ltd 2005

Authors and Affiliations

  1. 1.University of SouthamptonSouthamptonUK
  2. 2.University of CaliforniaBerkeleyUSA
  3. 3.Imperial CollegeLondonUK

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