Conference Papers

Monitoring and forecasting trends in the UK credit industry

Presenter(s): John Oxley

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Credit risk scorecard design, validation and user acceptance – a lesson for modellers and risk managers

Presenter(s): Edward Huang; Christopher Scott

Year of presentation: 2007

Affiliate institution: HBOS Bank

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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

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

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

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

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

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

Optimizing the price of consumer credit

Presenter(s): Robert Phillips

Year of presentation: 2007

Affiliate institution: Nomis Solutions

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Conference Papers

Detecting outliers in credit scoring using logistic regression

Presenter(s): T. de la Rey; J.H. Venter

Year of presentation: 2007

Affiliate institution: North-West University

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