Loan Credit Risk

CSV File Description


The Data folder contains the following data:

  • Loan.csv and Borrower.csv: data sets with 100K rows of the simulated data used to build the end-to-end Loan Credit Risk solution.
  • Loan_Prod.csv and Borrower_Prod.csv: data sets with about 20 rows of the simulated data used in the Production pipeline.

Loan.csv and Loan_Prod.csv contain the following fields:

FieldTypeDescription
loanIdIntegerUnique Id of the loan
memberIdIntegerUnique Id of the borrower
dateDatea) Historical data: the loan approval date
b) Production data: the loan application date. Format: M/D/YYYY (e.g. 3/9/2016, 3/13/2016)
purposeStringPurpose of the loan e.g., debtconsolidation
isJointApplicationStringFlag about the nature of the application (joint or individual)
loanAmountFloatTotal amount to be borrowed
termStringNumber of months of payments on the loan e.g., 36 months
interestRateStringInterest Rate on the loan e.g., 7.21 %
monthlyPaymentFloatMonthly payment owed by the borrower
gradeStringLoan grade (risk-related) e.g. A2
loanStatusStringStatus of the loan (Label) Values taken: Current, Charged Off (This field is not present in the Loan_Prod.csv file)

Borrower.csv and Borrower_Prod.csv contain the following fields:

FieldTypeDescription
memberIdIntegerUnique Id of the borrower
residentialStateStringResidential state of the borrower e.g., MA
yearsEmploymentStringNumber of years of employment of the borrower e.g., 10+ years
homeOwnershipStringHome ownership status of the borrower Values taken: own, rent, mortgage
annualIncomeFloatAnnual income of the borrower
incomeVerifiedStringFlag indicating if the income was verified or not
dtiRatioFloatDebt to income ratio: borrower’s total monthly debt payments (without mortgage and the requested loan) divided by the monthly income. It is expressed in percentage
lengthCreditHistoryIntegerLength of the credit history in terms of years
numTotalCreditLinesIntegerTotal number of credit lines in the borrower's credit file
numOpenCreditLinesIntegerNumber of open credit lines in the borrower's credit file
numOpenCreditLines1YearIntegerNumber of credit lines in the borrower's credit file that were opened in the past year
revolvingBalanceFloatTotal credit revolving balance
revolvingUtilizationRateFloatAmount of credit the borrower is using relative to all available revolving credit e.g., 7.30%
numDerogatoryRecIntegerNumber of derogatory public records (includes tax liens, bankruptcies, and other judgements such as civil lawsuits)
numDelinquency2YearsIntegerNumber of 30+ days past-due incidences of delinquency in the borrower's credit file for the past 2 years
numChargeoff1yearIntegerNumber of charge-offs within 1 year
numInquiries6MonIntegerNumber of inquiries in past 6 months