Strategic loan default scoring

A non-transitory computer program product storing instructions which, when implemented by one or more data processors forming part of at least one computing system, result in operations comprising:

• receiving, by at least one data processor, data characterizing credit data of an entity and valuation data of an asset owned by the entity, the asset being secured by a loan of one or more loans;
• generating, by at least one data processor using the received data, a strategic default score for the entity, the strategic default score indicating that the entity will voluntarily elect to default on the loan while the entity is capable of paying off the loan and/or while the entity continues to pay other loans, the generating comprising:
• determining, using the received data, a ratio of a value of the loan to a current value of the asset, the value of the loan being obtained from the credit data, the value of the asset being obtained from valuation data;
• determining, based on the determined ratio, a segment of a plurality of segments that is associated with the entity;
• selecting a first predictive model among a plurality of predictive models based on the determined segment;
• and
• determining, using the selected first predictive model, the strategic default score of the entity, each segment of the plurality of segments being associated with one or more corresponding predictive models that are trained using historical credit data for a plurality of individuals and with historical valuation data for a plurality of assets corresponding to the plurality of individuals;
• and
• initiating provision of the strategic default score.

A system comprising:

• at least one data processor;
• and
• memory storing instructions which, when implemented by the at least one data processor, result in operations comprising:
• receiving, by at least one data processor, data characterizing credit data of an entity and valuation data of an asset owned by the entity, the asset being secured by a loan of one or more loans;
• generating, by at least one data processor using the received data, a strategic default score for the entity, the strategic default score indicating that the entity will voluntarily elect to default on the loan while the entity is capable of paying off the loan and/or while the entity continues to pay other loans, the generating comprising:
• determining, by at least one data processor using the received data, a ratio of a value of the loan to a current value of the asset, the value of the loan being obtained from the credit data, the value of the asset being obtained from valuation data;
• determining, by at least one data processor and based on the determined ratio, a segment of a plurality of segments that is associated with the entity;
• selecting a first predictive model among a plurality of predictive models based on the determined segment;
• and
• determining, by at least one data processor and using the selected first predictive model, the strategic default score of the entity, each segment of the plurality of segments being associated with one or more corresponding predictive models that are trained using historical credit data for a plurality of individuals and with historical valuation data for a plurality of assets corresponding to the plurality of individuals;
• and
• initiating, by at least one data processor, a provision of the strategic default score.