Conference Papers

Incorporating stochastic dominance constraints in credit scoring methodology – models and experimental results

Presenter(s): Debashish Sarkar

Year of presentation: 2007

Affiliate institution: CIT

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Conference Papers

Effect of positive credit bureau data in credit risk models

Presenter(s): Michiko I. Wolcott

Year of presentation: 2007

Affiliate institution: Equifax Predictive Sciences

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Conference Papers

Skip behaviour scorecards

Presenter(s): Denis D. Dell; Eva Neves

Year of presentation: 2007

Affiliate institution: PIC Solutions

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Conference Papers

Scoring in the developing markets

Presenter(s): Alex Kordichev; Natalia Katilova

Year of presentation: 2007

Affiliate institution: Rosbank; ING Bank

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Conference Papers

Reject inference and survival modelling

Presenter(s): J. Banasik; J. Crook

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Cyclical adjustment of point-in-time (PIT) PD

Presenter(s): Sigurdur Ingolfsson; Bjarki Thor Elvarsson

Year of presentation: 2007

Affiliate institution: Riskmanagement Ltd; Glitnir Bank

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Conference Papers

Elliptical predictors in logistic regression

Presenter(s): Will Potts

Year of presentation: 2007

Affiliate institution: Capital One

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Conference Papers

A statistical model for the temporal pattern of individual ATM withdrawals

Presenter(s): Adam Brentnall; Martin Crowder; David Hand

Year of presentation: 2007

Affiliate institution: Imperial College London

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Conference Papers

Credit risk assessment: frameworks for enterprise-credit

Presenter(s): Raymond R.A. Anderson

Year of presentation: 2007

Affiliate institution: Standard Bank Group

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Conference Papers

Making affordability models work for you!

Presenter(s): Eva Neves; Denis D. Dell

Year of presentation: 2007

Affiliate institution: PIC Solutions

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