A bit late to the party, but as the first paper on this topic was recently published at EJOR (ArXiV, Journal), I thought it may merit the post.

Last year at the credit scoring conference, I was interviewed by Brendan Le Grange, host of the podcast How to Lend Money to Strangers. We discussed the paper I presented there, part of Sherly’s PhD thesis, on causal models for credit limit settings. The preprint of that paper will appear soon, read the first one meanwhile!

If you want to hear more about my thoughts on credit limit setting and how it relates to causal modelling, listen to the podcast episode in this link.