Conference Papers

Predicting recovery rates for defaulting credit card debt

Presenter(s): Angela Jezewska

Year of presentation: 2007

Affiliate institution: University of Southampton

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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

VaR for low default portfolios based on a single factor hazard model

Presenter(s): Joe Whittaker; Zhen Liu; Mark Somers

Year of presentation: 2007

Affiliate institution: Lancaster University

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Conference Papers

Development of an application fraud scorecard: a case study of design

Presenter(s): Ross Gayler

Year of presentation: 2005

Affiliate institution: Baycorp Advantage

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Conference Papers

On the approximate communal fraud scoring of credit applications

Presenter(s): Clifton Phua; Ross Gayler; Vincent Lee; Kate Smith

Year of presentation: 2005

Affiliate institution: Monash University; Baycorp Advantage

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Conference Papers

Predicting mortgage churn

Presenter(s): Karl Williams

Year of presentation: 2005

Affiliate institution: Experian-Scorex

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