Conference Papers

Attaining sharper pricing-for-risk in the UK sub-prime mortgage market

Presenter(s): Dr Maurice Joseph

Year of presentation: 2007

Affiliate institution: Kensington Mortgages

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Conference Papers

Estimation of default probabilities using incomplete contracts data

Presenter(s): J.M.C. Santos Silva; J.M.R. Murteira

Year of presentation: 2007

Affiliate institution: University of Essex; Universidade de Coimbra; CEMAPRE

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Conference Papers

A new model to measure the creditworthiness of borrowers in fixed term loans and revolving financial products

Presenter(s): Lorenzo Quirini

Year of presentation: 2007

Affiliate institution: Consum.it

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Conference Papers

Segmentation, probability of default and Basel II capital measures for credit card portfolios

Presenter(s): Dennis Ash; Shannon Kelly; William W. Lang; William Nayda; Haining Yin

Year of presentation: 2007

Affiliate institution: Federal Reserve Bank of Philadelphia; HSBC; Capital One Corporation

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Conference Papers

Space-time models for retail credit

Presenter(s): Bob Stine; William Lang

Year of presentation: 2007

Affiliate institution: University of Pennsylvania; Federal Reserve Bank of Philadelphia

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Conference Papers

Responsible lending – what’s the score?

Presenter(s): George Wilkinson

Year of presentation: 2007

Affiliate institution: George Wilkinson Associates

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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

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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