Conference Papers

How Basel will affect optimal cut-offs

Presenter(s): R. M. Oliver; Lyn C. Thomas

Year of presentation: 2005

Affiliate institution: University of California at Berkeley; University of Southampton

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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

On customer lifetime value

Presenter(s): Martin Crowder; David J. Hand; Wojtek J. Krzanowski

Year of presentation: 2005

Affiliate institution: Imperial College London; University of Exeter

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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

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

Reject inference, augmentation and sample selection

Presenter(s): John Banasik; Jonathan Crook

Year of presentation: 2005

Affiliate institution: The University of Edinburgh

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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

Scorecard monitoring using Kalman filtering

Presenter(s): Joe Whittaker; Chris Whitehead; Mark Somers

Year of presentation: 2005

Affiliate institution: Scimetrics Ltd; Lancaster University

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Conference Papers

Misstatement of regulatory capital requirements: some implications for retail banking profits

Presenter(s): Peter Beling; Wei Jiang; Robert Oliver; George Overstreet

Year of presentation: 2005

Affiliate institution: University of Virginia; University of California at Berkeley

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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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