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

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Conference Papers

Legally scored

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

Year of presentation: 2011

Affiliate institution: Nottingham University Business School Malaysia

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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

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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

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Conference Papers

Do we need cut offs? Pricing for profit

Presenter(s): Helen McNab; Gerard Scallan

Year of presentation: 2011

Affiliate institution: ScorePlus

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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

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Conference Papers

Building a world-class risk analytics team

Presenter(s): Dr Richard Norgate

Year of presentation: 2011

Affiliate institution: Lloyds Banking Group

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Conference Papers

Managing car loan portfolios: a state space approach

Presenter(s): S Ingólfsson

Year of presentation: 2011

Affiliate institution: S Riskmanagement Ltd

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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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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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