Table of Contents

Preface 1: Introduction to Consumer Credit an Credit Scoring 2: Measurement of Scoring Systems 3: Risk Based Pricing 4: Profit Scoring and Dynamic Models 5: Portfolio Credit Risk and the Basel Accord Appendices References Index

About the Author

Lyn Thomas is Professor of Management Science at the School of Management at the University of Southampton and has for the last twenty five years been active as a researcher and consultant in the consumer credit area. He has co-authored and edited books and written over forty papers on consumer credit. He was the founder of the Credit Research Centre at the University of Edinburgh and has been joint organiser of the ten international Credit Scoring conferences. He is one of the principal investigators running the Quantitative Financial Risk Management Centre, a Past President of the Operational research Society, a consultant for several international financial organisations, and advisor to UK government departments. Professor Thomas is a Fellow of the Royal Society of Edinburgh, Institute of Mathematics and its Applications, and Operational Reseach Society.