Host Lance Braun (FICO Score, Marketing) and guest David Binder (FICO Score, Product Management) discuss how to assess latent credit card portfolio credit risk as a function of consumer resilience, leveraging the new FICO® Resilience Index.
- The FICO® Resilience Index is designed to allow portfolio managers to discover, assess and manage latent risk within portfolios of consumer borrowers bearing similar FICO® Scores, without cutting off access to credit for resilient consumers
- Leveraging traditional consumer credit data, it is designed to rank-order consumers by their sensitivity to a future economic downturn
- It offers a simple, powerful complement to the FICO Score for an array of use cases, including some specific to credit card portfolio account management, such as credit line increases / decreases and initial credit line assignment
- In today’s uncertain environment, with increases in interest rates, job losses, and rising inflation, institutions should seek greater insight into consumers’ resilience to market downturns.
A credit score predicts a borrower’s likelihood of default based on the borrower’s past and present credit performance.* On the other hand, determining a borrower's resilience during periods of economic stress has historically been a challenge. How can lenders and portfolio managers have deeper insights about borrower behavior in the event of a severe economic downturn? The FICO® Resilience Index (FRI), a new analytic tool, identifies the incremental risk that a consumer will default due to economic stress in the future.
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