Conference Papers

Workout periods and loss given default: decomposing the macroeconomic effect on recovery rates

Presenter(s): Dimitrios Papanastasiou

Year of presentation: 2015

Affiliate institution: The University of Edinburgh; Bank of England

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Conference Papers

Exploring SME behaviour using GAM models during the financial crisis

Presenter(s): Meng Ma; Jake Ansell; Galina Andreeva

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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Working Papers

Customer Profitability Analysis of a Colombian Microcredit Program

Year of publication: 2014

Author(s): Andreeva, Ansell and Barrios

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Conference Papers

Practical considerations for paired data analysis in customer response programmes

Presenter(s): David Robinson

Year of presentation: 2013

Affiliate institution: Capital One

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Conference Papers

General approximators for credit scoring: practical considerations

Presenter(s): Thomas Hill; Vladimir Rastunkov; Knut Opdal

Year of presentation: 2013

Affiliate institution: StatSoft; StatSoft Norway

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Conference Papers

Low Default Portfolio (LDP) modelling: Probability of Default (PD) calibration conundrum

Presenter(s): Thomas Clifford; Alexander Marianski; Krisztian Sebestyen

Year of presentation: 2013

Affiliate institution: Deloitte

Conference Papers

Text mining for improved risk assessment

Presenter(s): Dan Kellett; Sam Boundy; Gareth Thomas

Year of presentation: 2013

Affiliate institution: Capital One

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Conference Papers

Credit scoring and the optimization concerning area under the curve

Presenter(s): Anne Kraus; Helmut Küchenhoff

Year of presentation: 2013

Affiliate institution: Ludwig-Maximilians-Universität München

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Conference Papers

Customer sensitivity to credit risk decisions

Presenter(s): Matthew O'Kane

Year of presentation: 2013

Affiliate institution: Accenture

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Conference Papers

The impact of multicollinearity on the variation of coefficient estimation when using logistic regression

Presenter(s): Erika de Jongh; Gregg Webster

Year of presentation: 2013

Affiliate institution: Standard Bank of South Africa; North West University

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