In this paper we present the impact of alternative data that originates from an app-based marketplace, in contrast to traditional bureau data, upon credit scoring models. These alternative data sources have shown themselves to be immensely powerful in predicting borrower behavior in segments traditionally underserved by banks and financial institutions. Our results, validated across two countries, show that these new sources of data are particularly useful for predicting financial behavior in low-wealth and young individuals, who are also the most likely to engage with alternative lenders. Furthermore, using the TreeSHAP method for Stochastic Gradient Boosting interpretation, our results also revealed interesting non-linear trends in the variables originating from the app, which would not normally be available to traditional banks. Our results represent an opportunity for technology companies to disrupt traditional banking by correctly identifying alternative data sources and handling this new information properly. At the same time alternative data must be carefully validated to overcome regulatory hurdles across diverse jurisdictions.

本文研究表明，相较于传统机构数据，利用基于应用程序的市场的替代数据对信用评分模型的影响。这些替代数据来源已经在传统银行和金融机构未能满足需求的人群中展现出巨大的预测借款人行为的能力。结果揭示，在两个国家得到了确认，这些新型数据来源特别适用于预测财务行为中低财富和年轻人，而这类人也是最有可能借助替代性贷款的人群。此外，通过使用Stochastic Gradient Boosting解释的TreeSHAP方法，我们的结果也显示，这些应用程序来源的变量存在着有趣的非线性趋势，这些趋势对于传统银行而言不是常见的信息。因此，这些研究结果展现了技术公司识别替代数据来源并妥善处理这些新信息的机会与挑战。同时，需要注意的是，替代数据必须经过认真的验证才能克服不同管辖区域的法规障碍。

超级应用行为模式在信贷风险模型中的应用：金融、统计和监管影响