Conference Papers

The practicalities of scoring with continuous predictors

Presenter(s): Ross Gayler

Year of presentation: 2009

Affiliate institution: Veda

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Conference Papers

How wrong is your model? Conservatism, use and uncertainty

Presenter(s): Alan Forrest

Year of presentation: 2009

Affiliate institution: RBS Group

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Conference Papers

Application LGD model development: a case study for a leading CEE bank

Presenter(s): Stefan Stoyanov; A. Nisticò

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Scorecard design for fraud detection (with text mining, predictive modelling and social network theory)

Presenter(s): Terisa Roberts; Philip Pretorius

Year of presentation: 2009

Affiliate institution: North-West University

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Conference Papers

The moral hazard problem of the consumer debt negotiation mechanism during the credit card crisis in Taiwan

Presenter(s): Ching-Fan Chung; Bo-Chih Lai; Mei-Ching Wen

Year of presentation: 2009

Affiliate institution: National Tsing Hua University; Joint Credit Information Center

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Conference Papers

Estimating causal effects of credit decisions using propensity score methodologies

Presenter(s): Dr Gerald Fahner

Year of presentation: 2009

Affiliate institution: FICO

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Conference Papers

What do we know about banks’ securitisation? The Spanish experience

Presenter(s): Clara Cardone-Riportella; Reyes Samaniego-Medina; Antonio Trujillo-Ponce

Year of presentation: 2009

Affiliate institution: Universidad Carlos III de Madrid

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Conference Papers

Monitoring credit portfolios using survival analysis

Presenter(s): Axel Gandy

Year of presentation: 2009

Affiliate institution: Imperial College London

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Conference Papers

Benchmarking state-of-the-art regression algorithms for Loss Given Default modelling

Presenter(s): Gert Loterman; Iain Brown; David Martens; Christophe Mues; Bart Baesens

Year of presentation: 2009

Affiliate institution: KU Leuven; University of Southampton; University College Ghent

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Conference Papers

From default rates to default matrices: an application to Brazilian consumer credit

Presenter(s): Ricardo Schechtman

Year of presentation: 2009

Affiliate institution: Central Bank of Brazil

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