Predictably Unequal? The Effects of Machine Learning on Credit Markets

A-Tier
Journal: Journal of Finance
Year: 2022
Volume: 77
Issue: 1
Pages: 5-47

Authors (4)

ANDREAS FUSTER (École Polytechnique Fédérale d...) PAUL GOLDSMITH‐PINKHAM (not in RePEc) TARUN RAMADORAI (Imperial College) ANSGAR WALTHER (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Innovations in statistical technology in functions including credit‐screening have raised concerns about distributional impacts across categories such as race. Theoretically, distributional effects of better statistical technology can come from greater flexibility to uncover structural relationships or from triangulation of otherwise excluded characteristics. Using data on U.S. mortgages, we predict default using traditional and machine learning models. We find that Black and Hispanic borrowers are disproportionately less likely to gain from the introduction of machine learning. In a simple equilibrium credit market model, machine learning increases disparity in rates between and within groups, with these changes attributable primarily to greater flexibility.

Technical Details

RePEc Handle
repec:bla:jfinan:v:77:y:2022:i:1:p:5-47
Journal Field
Finance
Author Count
4
Added to Database
2026-01-25