Conference Papers

Unobserved heterogeneity and its effects on mortgage options

Presenter(s): Min Hwang; Raphael Kuznetsovski

Year of presentation: 2011

Affiliate institution: George Washington University

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Conference Papers

Macroeconomic adverse selection: how consumer demand drives credit quality

Presenter(s): Joseph L. Breeden

Year of presentation: 2011

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Foreclosure’s wake: the credit experiences of individuals following foreclosure

Presenter(s): Kenneth Brevoort; Cheryl R. Cooper

Year of presentation: 2011

Affiliate institution: Federal Reserve Board

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Conference Papers

Mortgage refinancing as individual decision under uncertainty: how to build a reliable prepayment model

Presenter(s): Dr Vladimir Fishman; Dr Anatoly Reynberg

Year of presentation: 2011

Affiliate institution: Experian Decision Analytics

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Conference Papers

A framework for generating data to simulate application scoring

Presenter(s): Kenneth Kennedy; S. J. Delany; B. Mac Namee

Year of presentation: 2011

Affiliate institution: Dublin Institute of Technology

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Conference Papers

Psychometrics: a new tool for small business lending

Presenter(s): Raymond Anderson

Year of presentation: 2011

Affiliate institution: Standard Bank of South Africa

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Conference Papers

The impact of Basel accords on the lender’s profitability under different pricing decisions

Presenter(s): Bo Huang; Lyn C. Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton

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Conference Papers

Models for drift-adaptive scoring

Presenter(s): Georg Krempl; Vera Hofer; Mads Krogh Nielsen; Troels Verge

Year of presentation: 2011

Affiliate institution: University of Graz; Danish Ministry of Taxation

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Conference Papers

Recovery rates across different industries

Presenter(s): Markus Hoechstoetter; Abdolreza Nazemi; Svetlozar T. Rachev

Year of presentation: 2011

Affiliate institution: Karlsruhe Institute of Technology; Stony Brook University; FinAnalytica

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Conference Papers

Management capability: is it possible to quantify for SME credit risk assessment?

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

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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