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One of the main characteristics of the current global financial situation is the expansion of consumer credit. Central in this context are the institutional and technical elements that have enabled the quantitative classification of both consumers and things and, accordingly, to price, bond and trade their respective risk. An increasing amount of sociological literature is focusing its attention to these processes. This paper shows how the sociology of consumer credit has become a solid research agenda that, at the same time helps to understand better its object, opens new forms of exploring wider conceptual concerns that are central in current sociology.