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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Conference Papers

Modelling default and purchase propensity in application to predict profit for revolving credit

Presenter(s): G. Andreeva; J. Ansell; J.N. Crook

Year of presentation: 2005

Affiliate institution: The University of Edinburgh

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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

Low default portfolios – theory and practice

Presenter(s): Dr Alan Forrest

Year of presentation: 2005

Affiliate institution: Dunfermline Building Society

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Conference Papers

Credit limit optimization (CLO) for credit cards

Presenter(s): Vijay S. Desai

Year of presentation: 2005

Affiliate institution: SAS Institute Inc.

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Conference Papers

Solving mixed integer formulation of the KS maximization problem – dual based methods and results from practical problems

Presenter(s): Debashish Sarkar

Year of presentation: 2005

Affiliate institution: CIT

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Conference Papers

Incorporating macroeconomic dynamics into credit risk models: a practical approach

Presenter(s): Dr Fabiano Vergari

Year of presentation: 2005

Affiliate institution: Experian-Scorex

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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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