Loan {ROCit}

Loan Data

Description

A data containing information about 900 borrowers. It is a modified version of publicly available real data.

Usage

Loan

Format

A data frame with 900 rows and 9 variables:

Amount

Amount of loan, shown as percentage of a certain amount.

Term

The number of payments on the loan. Values are in months.

IntRate

Interest rate.

ILR

Ratio of installment amount and total loan amount.

EmpLen

Employment length, categorized.

• A: 0-2 years

• B: 3-5 years

• C: 7-8 years

• D: 8+ years

• U: Unknown

Home

Status of home ownership.

Income

Annual income.

Status

A factor indicating whether the loan was fully paid (FP) or charged off (CO) after full term.

Score

A risk score calculated from loan amount, interest rate and annual income. The log-odds of logistic regression were transformed into scores using PDO = 30, OddsBase = 20 and ScoreBase = 400. See "References".

Source

http://www.lendingclub.com/info/download-data.action

References

Siddiqi, Naeem. Credit risk scorecards: developing and implementing intelligent credit scoring. Vol. 3. John Wiley & Sons, 2012.

Examples

data("Loan")
boxplot(Income~Home, data = Loan, col = c(2:4), pch = 16,
        ylim = c(0,200000), ylab = "Income",
        xlab = "Home Ownership Status",
        main = "Annual Income Boxplot")
grid()