Conference Papers

Automatic modelling of credit risk through internal ratings: an application of advanced statistical models and machine learning techniques

Presenter(s): Raquel Flórez-López

Year of presentation: 2005

Affiliate institution: University of León

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Conference Papers

A dynamic hazard rate approach to loan loss distributions

Presenter(s): William R.M. Perraudin

Year of presentation: 2005

Affiliate institution: Imperial College London

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Conference Papers

Explaining aggregate consumer delinquency behaviour over time

Presenter(s): Jonathan Crook; John Banasik

Year of presentation: 2005

Affiliate institution: The University of Edinburgh

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Conference Papers

To ask or not to ask, that is the question

Presenter(s): Hsin-Vonn Seow; Lyn C. Thomas

Year of presentation: 2005

Affiliate institution: University of Southampton

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Conference Papers

Credit scoring in the non-conforming mortgage market

Presenter(s): Alastair Holmes; Piero Bassu

Year of presentation: 2005

Affiliate institution: Platform

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Conference Papers

Small business credit scoring and credit availability

Presenter(s): Allen N. Berger; W. Scott Frame

Year of presentation: 2005

Affiliate institution: Federal Reserve Bank of Atlanta

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Conference Papers

Improving credit offers using affordability predictions

Presenter(s): Rebecca Lucas

Year of presentation: 2005

Affiliate institution: DecisionMetrics

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Conference Papers

First economic analysis of problem banks in Germany

Presenter(s): Klaus Schaeck

Year of presentation: 2005

Affiliate institution: University of Southampton

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Conference Papers

A maximum likelihood approach for reject inference

Presenter(s): Gongyue Chen

Year of presentation: 2005

Affiliate institution: Algorithmics Inc; University of Toronto

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Conference Papers

Using genetic algorithms to develop scoring models for alternative measures of performance

Presenter(s): Steven Finlay

Year of presentation: 2005

Affiliate institution: Lancaster University

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