Ascendente, I do not think that such a database exists in the public domain, or if it does then it is something a bank would be horrified to know that it is publically available, because I know that such proprietary information is guarded and considered highly confidential!
I worked in the C & R department of a UK bank in the 1980's and we used good old credit scoring techniques based on a simple points system...then we took a credit rating agency report and added this in to the mix ...and so we moved on to "behavioral" scoring.... and then it all became rather subjective.
I now work in a European bank as an inspector and I know that our risk management is based on algorhythmic probabilities designed by rocket scientists who do not know what the real world is like....but my opinion counts for nothing because I used to say that a man with 10 satisfied court judgments was a good risk, because he always paid in the end!!
Best of luck with your thesis!!