Conference Papers

Forecasting customer behaviour in a multi-service financial organisation: a profitability perspective

Presenter(s): A. Audzeyeva; B. Summers; K.R. Schenk-Hoppé

Year of presentation: 2009

Affiliate institution: University of Leeds; National Australia Group Europe

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Conference Papers

Expert ranking in low default portfolio modelling

Presenter(s): Alistair Paulls; Michelle Greenidge

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

Corporate loan PD modelling using external data

Presenter(s): Dimitrios Papanastasiou; Kah Guan Mok

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

Clustering large credit client data sets for classification with SVM

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

Year of presentation: 2009

Affiliate institution: University of Oldenburg; University 'Vasile Goldis' Arad

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Conference Papers

Modelling bank loan LGD of corporate and SME segment

Presenter(s): Radovan Chalupka; Juraj Kopecsni

Year of presentation: 2009

Affiliate institution: Charles University

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Conference Papers

Dynamic predictive credit scoring with multi-dimensional analysis of nearest neighbours

Presenter(s): Craig M. Allen; Cherry Allen-Driscoll

Year of presentation: 2009

Affiliate institution: Delphi Analytics LLC

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Conference Papers

Modelling credit risk in portfolios of consumer loans: Transition Matrix models for consumer credit ratings

Presenter(s): Lyn Thomas; Madhur Malik

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Improving PD and LGD models following the changes in the market

Presenter(s): Wemke van der Weij; Marcel den Hollander

Year of presentation: 2009

Affiliate institution: SNS REAAL

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Conference Papers

This house believes…that credit scoring methods and applications are stuck in the 1980s

Presenter(s): Jon Hinder; Gillian Groom

Year of presentation: 2009

Affiliate institution: Rhino Risk; Southampton University

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Conference Papers

Quantum mechanics framework to minimize the lack of stationary properties in Markov like credit risk models

Presenter(s): João Pires da Cruz; João Periquito Jarego; André Correia dos Santos

Year of presentation: 2009

Affiliate institution: Closer; Lloyds Banking Group

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