You want to use the average credit scores of all defaulting loans as threshold? That seems really low, you're setting your bank up for a lot of defaults. But th

You want to use the average credit scores of all defaulting loans as threshold? That seems really low, you're setting your bank up for a lot of defaults. But then there's a lot of selection bias in your data -- presumably your bank has been denying loans to people with bad scores, so over time you your minimum credit score is the upward inching average inside the cracks between safe and denied loads.