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

A test to compare KS statistics

Presenter(s): David J. Hand; Wojtek J. Krzanowski

Year of presentation: 2011

Affiliate institution: Imperial College London; Winton Capital Management; University of Exeter

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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

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Conference Papers

A zero-adjusted gamma model for estimating loss given default on residential mortgage loans

Presenter(s): Edward Tong; Christophe Mues; Lyn Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton

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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

Cross-tab weighting for retail and small-business scorecards in developing markets

Presenter(s): Dean Caire; Mark Schreiner

Year of presentation: 2011

Affiliate institution: DAI Europe; Microfinance Risk Management LLC

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Conference Papers

Data and variables in predictive modeling for application fraud

Presenter(s): Michiko I. Wolcott

Year of presentation: 2011

Affiliate institution: Equifax

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Conference Papers

Adverse selection and non-take inference with coherent risk and response scoring

Presenter(s): Robert M. Oliver; Aush Thaker

Year of presentation: 2011

Affiliate institution: University of California; InfoCentricity

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Conference Papers

Chinese companies distress prediction: an application of DEA

Presenter(s): Zhiyong Li; Jonathan Crook; Galina Andreeva

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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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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