### Most Important Contributing Factors

This is a list of factors that contribute most heavily to the final prediction in our model.

Choose Your Preset Values to Start

Press "Run Model" to Continue

This is a list of factors that contribute most heavily to the final prediction in our model.

The system solves an optimization problem (using Gurobi(c)) to compute the smallest set of rules that guarantees identical prediction by our global model.

The table below compares the examined case with cases that share the same prediction outcome.

See documentation for more description of the global model and its local models (link is at the top of the page).

Variable Names | Description | Monotonicity Constraint (with respect to probability of bad=1) | Role | Subscale Features |
---|---|---|---|---|

RiskPerformance | Paid as negotiated flag (12-36 months). String of Good and Bad | target | ||

ExternalRiskEstimate | Consolidated version of risk markers | Monotonically Decreasing | predictor | ExternalRiskEstimate |

MSinceOldestTradeOpen | Months Since Oldest Trade Open | Monotonically Decreasing | predictor | TradeOpenTime |

MSinceMostRecentTradeOpen | Months Since Most Recent Trade Open | Monotonically Decreasing | predictor | TradeOpenTime |

AverageMInFile | Average Months in File | Monotonically Decreasing | predictor | TradeOpenTime |

NumSatisfactoryTrades | Number Satisfactory Trades | Monotonically Decreasing | predictor | NumSatisfactoryTrades |

NumTrades60Ever2DerogPubRec | Number Trades 60+ Ever | Monotonically Increasing | predictor | TradeFrequency |

NumTrades90Ever2DerogPubRec | Number Trades 90+ Ever | Monotonically Increasing | predictor | TradeFrequency |

NumTotalTrades | Number of Total Trades (total number of credit accounts) | No constraint | predictor | TradeFrequency |

NumTradesOpeninLast12M | Number of Trades Open in Last 12 Months | Monotonically Increasing | predictor | TradeFrequency |

PercentTradesNeverDelq | Percent Trades Never Delinquent | Monotonically Decreasing | predictor | Delinquency |

MSinceMostRecentDelq | Months Since Most Recent Delinquency | Monotonically Decreasing | predictor | Delinquency |

MaxDelq2PublicRecLast12M | Max Delq/Public Records Last 12 Months. See table "MaxDelq" for each category | Values 0-7 are monotonically decreasing | predictor | Delinquency |

MaxDelqEver | Max Delinquency Ever. See table "MaxDelq" for each category | Values 2-8 are monotonically decreasing | predictor | Delinquency |

PercentInstallTrades | Percent Installment Trades | No constraint | predictor | Installment |

NetFractionInstallBurden | Net Fraction Installment Burden. This is installment balance divided by original loan amount | Monotonically Increasing | predictor | Installment |

NumInstallTradesWBalance | Number Installment Trades with Balance | No constraint | predictor | Installment |

MSinceMostRecentInqexcl7days | Months Since Most Recent Inquiry excluding 7 days | Monotonically Decreasing | predictor | Inquiry |

NumInqLast6M | Number of Inquiries in Last 6 Months | Monotonically Increasing | predictor | Inquiry |

NumInqLast6Mexcl7days | Number of Inquiries in Last 6 Months excluding 7 days. Excluding the last 7 days removes inquiries that are likely due to price comparison shopping | Monotonically Increasing | predictor | Inquiry |

NetFractionRevolvingBurden | Net Fraction Revolving Burden. This is revolving balance divided by credit limit | Monotonically Increasing | predictor | RevolvingBalance |

NumRevolvingTradesWBalance | Number Revolving Trades with Balance | No constraint | predictor | RevolvingBalance |

NumBank2NatlTradesWHighUtilization | Number Bank/Natl Trades with high utilization ratio | Monotonically Increasing | predictor | Utilization |

PercentTradesWBalance | Percent Trades with Balance | No constraint | predictor | TradeWBalance |

Value | Meaning |
---|---|

0 | derogatory comment |

1 | 120+ days delinquent |

2 | 90 days delinquent |

3 | 60 days delinquent |

4 | 30 days delinquent |

5,6 | unknown delinquent |

7 | current and never delinquent |

8,9 | all other |

Value | Meaning |
---|---|

1 | No such value |

2 | derogatory comment |

3 | 120+ days delinquent |

4 | 90 days delinquent |

5 | 60 days delinquent |

6 | 30 days delinquent |

7 | unknown delinquency |

8 | current and never deliquent |

9 | all other |

Value | Meaning |
---|---|

-9 | No Bureau Record or No Investigation |

-8 | No Usable/Valid Trades or Inquiries |

-7 | Condition not Met (e.g. No Inquiries, No Delinquencies) |