Credit scoring models face a critical challenge: severe class imbalance, with default rates typically below 10%, which hampers model learning and predictive performance. While synthetic data augmentation techniques such as SMOTE and ADASYN have been proposed to address this issue, the optimal augmentation ratio remains unclear, with practitioners often defaulting to full balancing (1:1 ratio) without empirical justification. This study systematically evaluates 10 data augmentation scenarios using the Give Me Some Credit dataset (97,243 observations, 7% default rate), comparing SMOTE, BorderlineSMOTE, and ADASYN at different multiplication factors (1x, 2x, 3x). All models were trained using XGBoost and evaluated on a held-out test set of 29,173 real observations. Statistical significance was assessed using bootstrap testing with 1,000 iterations. Key findings reveal that ADASYN with 1x multiplication (doubling the minority class) achieved optimal performance with AUC of 0.6778 and Gini coefficient of 0.3557, representing statistically significant improvements of +0.77% and +3.00% respectively (p = 0.017, bootstrap test). Higher multiplication factors (2x and 3x) resulted in performance degradation, with 3x showing a -0.48% decrease in AUC, suggesting a "law of diminishing returns" for synthetic oversampling. The optimal class imbalance ratio was found to be 6.6:1 (majority:minority), contradicting the common practice of balancing to 1:1. This work provides the first empirical evidence of an optimal "sweet spot" for data augmentation in credit scoring, with practical guidelines for industry practitioners and researchers working with imbalanced datasets. While demonstrated on a single representative dataset, the methodology provides a reproducible framework for determining optimal augmentation ratios in other imbalanced domains.

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