This very personal information is gathered by the major credit bureaus and then sold in formatted packages—primarily a credit report—to companies who (hopefully) want to extend you credit (such as an auto lender, mortgage company or a credit card company.) In short, your credit score seems to include most all of your personal information except your shoe size.
The Credit Risk Score was developed by Fair Isaac and Company (FICO) to assist financial companies in assessing risk. It may or may not bother some people to learn that Fair Isaac and Company is a private, for-profit company, not a governmental oversight department. There are two government agencies who provide oversight for credit bureaus: the Federal Trade Commission (FTC) and the COC (Comptroller of the Currency). Still, it may be jarring for some to know your personal data, your score, is purchased by a company in order to make a decision whether or not to issue you credit. Typically, lenders subscribe to the three main national credit bureaus, which are: