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

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

Customer revolving credit – how the economic conditions make a difference

Presenter(s): Natasa Sarlija; Mirta Bensic; Zoran Bohacek

Year of presentation: 2005

Affiliate institution: University of J.J. Strossmayer; Croatian Banking Association

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Conference Papers

Statistical measures of discriminatory power and validation for Basel II internal rating systems

Presenter(s): Dr Maurice Joseph

Year of presentation: 2005

Affiliate institution: Commonwealth Bank of Australia

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Conference Papers

Comparison of scorecard measurements with application to credit scoring

Presenter(s): T. de la Rey; F. Lombard

Year of presentation: 2005

Affiliate institution: North-West University; Rand Afrikaans University

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Conference Papers

Transaction fraud scoring

Presenter(s): John Oxley

Year of presentation: 2005

Affiliate institution: Experian-Scorex

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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

Predicting mortgage churn

Presenter(s): Karl Williams

Year of presentation: 2005

Affiliate institution: Experian-Scorex

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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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