Forecasting the Economy's Impact on Credit Risk

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Uploaded by on Nov 13, 2009

How can credit risk measures be improved by forecasting the impact of the economy? New predictive analytics from FICO blend a macro assessment of the economy with micro assessments of individual consumer risk. The results are economically calibrated scores that do a better job of that helping lenders avoid credit losses. Darcy Sullivan of FICO interviews Andrew Jennings, Senior Vice President of Research, for this FICO Tech Talk.

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