Conference Papers

An estimation technique for deriving the Basel LGD on a retail bank mortgage portfolio

Presenter(s): Morne Joubert; Helgard Raubenheimer; Tanja Verster

Year of presentation: 2017

Affiliate institution: North-West University

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Conference Papers

An application of profit scoring for the different types of behaviour of credit card holders with panel data

Presenter(s): Denys Osipenko; Jonathan Crook

Year of presentation: 2017

Affiliate institution: University of Edinburgh

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Conference Papers

A random-effects construction of EMV models – a solution to the identification problem?

Presenter(s): Peter Clarke

Year of presentation: 2017

Affiliate institution: Deva Statistical Consulting Ltd

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Conference Papers

A joint credit scoring model for peer-to-peer lending and credit bureau: a flexible bivariate model with copula dependence structure

Presenter(s): Raffaella Calabrese; Silvia Angela Osmetti; Luca Zanin

Year of presentation: 2017

Affiliate institution: University of Edinburgh; Catholic University of the Sacred Heart; Prometeia

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Conference Papers

A framework for scorecard modelling using R

Presenter(s): Gero Szepannek

Year of presentation: 2017

Affiliate institution: Stralsund University of Applied Sciences

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Conference Papers

A fractal ROC curve – a simple model for impact of Gini coefficient’s improvement on credit losses

Presenter(s): Blazej Kochanski

Year of presentation: 2017

Affiliate institution: Gdansk University of Technology (Politechnika Gdanska)

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Conference Papers

A dynamic credit scoring model based on contour subspaces

Presenter(s): Kirill Romanyuk

Year of presentation: 2017

Affiliate institution: Saint Petersburg State University

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Conference Papers

A cross-sectional survival analysis regression model with applications to consumer credit risk

Presenter(s): Mercy Munemo; Musa Malwandla; Gerbrand Breed

Year of presentation: 2017

Affiliate institution: Barclays Africa Group

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Conference Papers

A credit scoring model based on alternative mobile data for financial inclusion

Presenter(s): Xinhai Liu; Wei Ding; Ti Wang; Xiangfeng Meng

Year of presentation: 2017

Affiliate institution: Peking University; China Unicom Network Technology Research Institute; People's Bank of China

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Conference Papers

A credit evaluation model based on random walk for guaranteed loan among enterprises

Presenter(s): Xinhai Liu; Xiangfeng Meng

Year of presentation: 2017

Affiliate institution: Peking University; People's Bank of China

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