One of the core functions of a bank is the credit risk management and one of the most important tool for it is credit score analysis. The purpose of the latter is to improve the procedure assessing creditworthiness during the credit evaluation process of a client. The foremost objective is to discriminate the lending customers on the basis of their likelihood to default, that is to identify which customers have an high likelihood of default and thus could be insolvent, and instead which customers have a lower likelihood of defaulting, being more likely to pay their financial obligations. The most commonly used credit score analysis is logit regression analysis.