Conference Papers

Structural models in consumer credit

Presenter(s): Fabio Wendling Muniz de Andrade; Lyn Thomas

Year of presentation: 2005

Affiliate institution: EAESP-FGV/SERASA; University of Southampton

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Conference Papers

Estimating probabilities of default for low default portfolios

Presenter(s): Dr Dirk Tasche

Year of presentation: 2005

Affiliate institution: Deutsche Bundesbank

Tasche Link: http://de.arxiv.org/abs/cond-mat/0411699

Tasche Link: http://de.arxiv.org/abs/cond-mat/0411699

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Conference Papers

Impact of UK regulatory change upon the profitable use of credit scoring techniques

Presenter(s): George Wilkinson

Year of presentation: 2005

Affiliate institution: George Wilkinson Associates

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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

Rating properties and their implications for Basel II-capital

Presenter(s): Dr Robert Rauhmeier; Dr Harald Scheule

Year of presentation: 2005

Affiliate institution: KfW-Bankengruppe; RISConsulting LLC

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Conference Papers

Strategy optimization for credit: maximise profit while managing risk

Presenter(s): Victoria Carr; Delphine Luong

Year of presentation: 2005

Affiliate institution: Experian-Scorex

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Conference Papers

Default models based on “small” data sets: leveraging multi-tree methods for reliable scorecards

Presenter(s): Dan Steinberg; Nicholas Scott Cardell; Mikhail Golovnya

Year of presentation: 2005

Affiliate institution: Salford Systems

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Conference Papers

An investigation into the use of generalized additive neural networks in credit scoring

Presenter(s): D.A. de Waal; J.V. du Toit; T. de la Rey

Year of presentation: 2005

Affiliate institution: North-West University

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Conference Papers

A credit risk model for consumer loans portfolios

Presenter(s): Fabio Wendling Muniz de Andrade; Abraham Laredo Sicsú

Year of presentation: 2005

Affiliate institution: EAESP-FGV/SERASA

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Conference Papers

Bayesian updating of generic scoring models

Presenter(s): Arkadiusz Ziemba

Year of presentation: 2005

Affiliate institution: StatConsulting Ltd

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