Chapter 3: Data Sources & Feature Engineering

📊 WIA-FIN-020 Credit Scoring Standard

Traditional Credit Bureau Data

Credit bureaus (Experian, Equifax, TransUnion) maintain comprehensive credit files on 220+ million U.S. consumers. This data forms the foundation of traditional credit scoring.

Credit Report Components

Key Bureau Data Features

Alternative Data Sources

Alternative data enables scoring for credit-invisible consumers and improves accuracy for all applicants.

1. Utility Payments

2. Rent Payment History

3. Open Banking / Bank Transactions

4. Telecom and Mobile

5. Employment and Income

6. Education Credentials

Feature Engineering Techniques

Aggregation Features

Ratio Features

Trend Features

Behavioral Features

Transaction-Based Features (from Open Banking)

Advanced Feature Engineering

Domain Expertise + ML: Combine financial domain knowledge with automated feature generation. Modern systems can create 500-1000+ features automatically while maintaining interpretability through feature importance analysis.

Data Quality and Preparation

Missing Data Handling

Outlier Treatment

Data Normalization

Privacy and Compliance

Critical Requirements

  • Permissible Purpose: FCRA requires legitimate use of credit data
  • Consumer Consent: Explicit permission for alternative data access
  • Data Minimization: Collect only necessary information
  • Prohibited Factors: Never use race, gender, religion, national origin
  • Proxy Detection: Monitor for variables that correlate with protected classes
  • Right to Explanation: Provide adverse action reasons from actual features used

Next chapter covers implementing these data pipelines and scoring systems in production environments.