Conference Papers

Energy efficient homes and mortgage risk: crossing the chasm at last? A role for credit modeling?

Presenter(s): Drew Sanderford; George A. Overstreet; Peter Beling; Kanshukan Rajaratnam

Year of presentation: 2013

Affiliate institution: Virginia Tech; University of Virginia

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Conference Papers

Benchmarking state-of-the-art classification algorithms for credit scoring: a ten-year update

Presenter(s): Stefan Lessmann; Hsin-Vonn Seow; Bart Baesens; Lyn Thomas

Year of presentation: 2013

Affiliate institution: University of Hamburg; University of Nottingham-Malaysia Campus; KU Leuven; University of Southampton

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Conference Papers

Efficient quantification of model risk

Presenter(s): Alan Forrest

Year of presentation: 2013

Affiliate institution: RBS Group

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Conference Papers

Big data developments in transaction analytics

Presenter(s): Scott M. Zoldi

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Resetting the data standard: changing the face of credit decisioning

Presenter(s): Mark Kelly

Year of presentation: 2013

Affiliate institution: DecisionMetrics

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Conference Papers

Modelling cross-border bank contagion using Marshall-Olkin copula

Presenter(s): Silvia Angela Osmetti; Raffaella Calabrese

Year of presentation: 2013

Affiliate institution: Università Cattolica del Sacro Cuore; University of Milano-Bicocca

Conference Papers

A mean-reverting model to create macroeconomic scenarios for credit risk models

Presenter(s): Joseph L. Breeden

Year of presentation: 2013

Affiliate institution: Prescient Models

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Conference Papers

Incorporating lifecycle and environment in loan-level forecasts and stress tests

Presenter(s): Joseph L. Breeden

Year of presentation: 2013

Affiliate institution: Prescient Models

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Conference Papers

A shift adapted binary classification rule in the presence of label delay with an application to credit scoring

Presenter(s): Vera Hofer

Year of presentation: 2013

Affiliate institution: University of Graz

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Conference Papers

Application scoring in utilities: what do the people we can’t reject tell us about the power of reject inference?

Presenter(s): Rebecca Coram

Year of presentation: 2013

Affiliate institution: British Gas

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