Information regarding individuals that fit a bad performance definition,
such as individuals that have previously defaulted on a financial
instrument or have declared bankruptcy, is used to develop a model that
is usable to determine whether an individual that does not fit the bad
performance definition is more likely to subsequently default on a
financial instrument or to declare bankruptcy. The model may be used to
generate a score for each individual, and the score may be used to
segment the individual into a segment of a segmentation structure that
includes individuals with related scores, where segments may include
different models for generating a final risk score for the individuals
assigned to the particular segments. Thus, the segment to which an
individual is assigned, which may be determined based at least partly on
the score assigned to the individual, may affect the final risk score
that is assigned to the individual.