A Systematic Approach for Statistical Analysis of HMDA Pricing Data

Topics:
Commercial Banking,
Quantitative Analysis
Tags:
Disparity,
Marketing,
Marketing Research,
Pricing,
Pricing Strategy,
Statistical Analysis
Source:
SAS Group

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Overview: This paper presents a systematic approach for statistical analysis of HMDA pricing data. It shows that a comprehensive ANOVA testing methodology is useful for determining when more detailed regression analysis is needed, and how an effective and powerful method to detect statistically significant pricing disparities amongst various groups is possible. For the purpose of this paper, focus has been given to examining racial disparities. The method described herein can be applied to HMDA filing data, as well as a broader set of information that includes additional applicant and transaction information, credit bureau data, and credit underwriting and pricing policies and parameters.

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Format: PDF | Size: 1,016KB | Date: Aug 2005 | Pages: 27

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