Conference Papers

Analysis of the loss portfolio securities as an example of lease contracts: the case study for the Polish Leasing Market

Presenter(s): Dr Pawel Kopciuszewski

Year of presentation: 2011

Affiliate institution: StatConsulting Perlinska

Download paper

Conference Papers

Methodologies for cut-off point determination in credit scoring models for not-for-profit governmental institutions

Presenter(s): Sebastián Maldonado; Cristián Bravo; Richard Weber

Year of presentation: 2011

Affiliate institution: Universidad de los Andes; Universidad de Chile

Download paper

Conference Papers

Competing risks in credit scoring using survival analysis and economical modelling

Presenter(s): Cristián Bravo; Lyn C. Thomas; Richard Weber

Year of presentation: 2011

Affiliate institution: Universidad de Chile; University of Southampton

Download paper

Conference Papers

Economic impact grade migration modelling – to address pro-cyclicality in current risk management practice

Presenter(s): David Molyneaux; J J van Rensburg

Year of presentation: 2011

Affiliate institution: FICO

Download paper

Conference Papers

Do we need cut offs? Pricing for profit

Presenter(s): Helen McNab; Gerard Scallan

Year of presentation: 2011

Affiliate institution: ScorePlus

Download paper

Conference Papers

Credit client classification: models using information from class boundaries and from cluster representatives

Presenter(s): Klaus B. Schebesch; Ralf Stecking

Year of presentation: 2011

Affiliate institution: Vasile Goldis Western University; Carl von Ossietzky University

Download paper 1 Download paper 2

Conference Papers

Enhancing profit measures of customer’s profitability in revolving retail credit

Presenter(s): Luis Javier Sánchez Barrios; Galina Andreeva; Jonathan Ansell

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

Download paper 1 Download paper 2

Conference Papers

Legally scored

Presenter(s): Wen Li Chan; Hsin-Vonn Seow

Year of presentation: 2011

Affiliate institution: Nottingham University Business School Malaysia

Download paper 1 Download paper 2

Conference Papers

Low default modelling: a comparison of techniques based on a real Brazilian corporate portfolio

Presenter(s): Guilherme Fernandes; Carlos A. Rocha

Year of presentation: 2011

Affiliate institution: Serasa Experian

Download paper 1 Download paper 2

Conference Papers

Estimating effects of adjustable mortgage rate resets

Presenter(s): Sergey P. Trudolyubov; Joseph L. Breeden

Year of presentation: 2011

Affiliate institution: Strategic Analytics Inc

Download paper 1 Download paper 2