People with the exact same FICO score have different default rates, if you manage to bin them by race: Asians > Caucasians > Latin > Black.
> We do get a some variables even if we are not allowed to use them.
Cool, so you had access to an ethnicity variable to measure its proxy power and significance? I feel this is important and very rare outside of Europe.
> We do get a some variables even if we are not allowed to use them.
Cool, so you had access to an ethnicity variable to measure its proxy power and significance? I feel this is important and very rare outside of Europe.