Conference Papers

Markov-chain based credit control for subscribers to mobile communication services

Presenter(s): Falk Wagner

Year of presentation: 2011

Affiliate institution: Johann Wolfgang Goethe University

Download paper

Conference Papers

Economics in credit scoring models

Presenter(s): Eric McVittie; John Oxley

Year of presentation: 2011

Affiliate institution: Experian

Download paper

Conference Papers

Estimating LGD on zero-default corporate portfolios: a market-implied approach

Presenter(s): R. Cairo

Year of presentation: 2011

Affiliate institution: CRIF

Download paper

Conference Papers

Competing risks survival model for mortgage loans with simulated loss distributions

Presenter(s): Mindy Leow; Christophe Mues; Lyn Thomas

Year of presentation: 2011

Affiliate institution: The University of Edinburgh; University of Southampton

Download paper

Conference Papers

M2N: Optimal collateral to credit allocation

Presenter(s): Dr Massimo Cutaia

Year of presentation: 2011

Affiliate institution: Credit Suisse AG

Download paper

Conference Papers

“By failing to prepare, you are preparing to fail”

Presenter(s): J. Humphrey

Year of presentation: 2011

Affiliate institution: ANZ Bank

Download paper

Conference Papers

What seems right for all of us may not be right for any of us! Survival modelling with unobserved heterogeneity

Presenter(s): Mindy Leow; Jonathan Crook; Tony Bellotti

Year of presentation: 2011

Affiliate institution: The University of Edinburgh; Imperial College London

Download paper

Conference Papers

Forward looking analytics: using macroeconomic aggregates to strengthen rating systems

Presenter(s): Davide Capuzzo

Year of presentation: 2011

Affiliate institution: CRIF

Download paper

Conference Papers

Multiperiod corporate default prediction – a forward intensity approach

Presenter(s): Jin-Chuan Duan; Jie Sun; Tao Wang

Year of presentation: 2011

Affiliate institution: National University of Singapore; OCBC Bank

Download paper

Conference Papers

Class(ic) scorecards: selecting characteristics and attributes in logistic regression

Presenter(s): Gerard Scallan

Year of presentation: 2011

Affiliate institution: ScorePlus

Download paper