Conference Papers

VaR for low default portfolios based on a single factor hazard model

Presenter(s): Joe Whittaker; Zhen Liu; Mark Somers

Year of presentation: 2007

Affiliate institution: Lancaster University

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Conference Papers

Detecting outliers in credit scoring using logistic regression

Presenter(s): T. de la Rey; J.H. Venter

Year of presentation: 2007

Affiliate institution: North-West University

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Conference Papers

Consumer insolvency in the UK

Presenter(s): Dr Paul Russell

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Product selection in the presence of selectivity bias

Presenter(s): I-Ding Wu; David J. Hand

Year of presentation: 2007

Affiliate institution: Imperial College London

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Conference Papers

Elliptical predictors in logistic regression

Presenter(s): Will Potts

Year of presentation: 2007

Affiliate institution: Capital One

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Conference Papers

Modelling credit risk of portfolio of consumer loans

Presenter(s): Madhur Malik; Lyn Thomas

Year of presentation: 2007

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Conference Papers

A methodology for estimating credit ratings and the cost of debt for business units and privately held companies

Presenter(s): Andrea M. A. F. Minardi; Antonio Zoratto Sanvicente; Rinaldo Artes

Year of presentation: 2007

Affiliate institution: Ibmec São Paulo

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Conference Papers

A comparative study of two different credit models

Presenter(s): Eric D. Olson; Billie Anderson; J. Michael Hardin

Year of presentation: 2007

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Conference Papers

Support vector machines for credit scoring and discovery of significant features

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Optimizing the price of consumer credit

Presenter(s): Robert Phillips

Year of presentation: 2007

Affiliate institution: Nomis Solutions

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