Conference Papers

A microeconometric model of the choice between fixed and variable rate mortgages in the UK

Presenter(s): Peter G. Moffatt; Philomena M. Bacon

Year of presentation: 2007

Affiliate institution: University of East Anglia

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Conference Papers

Basel compliant modelling with little or no data

Presenter(s): Alan Lucas

Year of presentation: 2007

Affiliate institution: Rhino Risk Ltd

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Conference Papers

Modelling LGD for unsecured personal loans: decision tree approach

Presenter(s): Lyn Thomas; Christophe Mues; Anna Matuszyk

Year of presentation: 2007

Affiliate institution: University of Southampton

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Conference Papers

Manufacturing scorecards, manufacturing scores: a history of Fair, Isaac and Company Incorporated

Presenter(s): Marthan Poon

Year of presentation: 2007

Affiliate institution: University of California San Diego; Paris School of Mines

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Conference Papers

The age of reason: financial decisions over the lifecycle

Presenter(s): Sumit Agarwal; John C. Driscoll; Xavier Gabaix; David Laibson

Year of presentation: 2007

Affiliate institution: Federal Reserve Board; MIT; Princeton; NBER; Harvard University

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Conference Papers

Building efficient portfolios using multiple scorecards

Presenter(s): Peter Beling; Kanshukan Rajaratnam; George Overstreet

Year of presentation: 2007

Affiliate institution: University of Virginia

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Conference Papers

Measuring the discrimination quality of suites of scorecards: ROCS, Ginis, Bounds and Segmentation

Presenter(s): Lyn Thomas

Year of presentation: 2007

Affiliate institution: University of Southampton

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Conference Papers

Product selection in the presence of selectivity bias

Presenter(s): I-Ding Wu; David J. Hand

Year of presentation: 2007

Affiliate institution: Imperial College London

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Conference Papers

Global commercial risk scores

Presenter(s): Paul Orton

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Analytics in the sub-prime mortgage industry

Presenter(s): Steve Smith

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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