The assessment of financial credit risk is a challenging and important research topic in the area of accounting and finance. Economic crises indicate that there is still no stable or globally valid solution for estimating the financial credit risk with sufficient accuracy. At the economic and banking level, credit institutions and credit information systems are looking for new methods of analysis on the data in their possession; in particular, the enormous amount of micro-transactions due to the advent of cashless transactions has not yet been exploited. In this dissertation, credit scoring models are proposed, using real payment data retrieved in a Payment Services PSD2 - Directive (EU) context.