Conference Papers

Estimating Loss Given Default

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

Year of presentation: 2007

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Conference Papers

Basel compliant modelling with little or no data

Presenter(s): Alan Lucas

Year of presentation: 2007

Affiliate institution: Rhino Risk Ltd

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Conference Papers

Using Monte Carlo simulation to investigate the link between changes in bad debt as a result of changes in credit scorecard performance as measured by the Gini coefficient

Presenter(s): Chris Sykes

Year of presentation: 2007

Affiliate institution: Royal Bank of Scotland

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Conference Papers

A comparison between statistical and Data Mining methods for credit scoring in case of limited available data

Presenter(s): Hassan Sabzevari; Mehdi Soleymani; Eman Norbakhsh

Year of presentation: 2007

Affiliate institution: Karafarin Bank; Shahid Beheshti University

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Conference Papers

Survival models for combined credit and prepayment risk

Presenter(s): Mark Somers; Sebastian Bednaszynski; Joe Whittaker

Year of presentation: 2007

Affiliate institution: Scimetrics Ltd

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Conference Papers

Effects of missing data in credit risk scoring. A comparative analysis of methods to gain robustness in presence of sparse data

Presenter(s): Raquel Flórez-López

Year of presentation: 2007

Affiliate institution: University of León

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Conference Papers

Responsible lending – what’s the score?

Presenter(s): George Wilkinson

Year of presentation: 2007

Affiliate institution: George Wilkinson Associates

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Conference Papers

Incorporating stochastic dominance constraints in credit scoring methodology – models and experimental results

Presenter(s): Debashish Sarkar

Year of presentation: 2007

Affiliate institution: CIT

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Conference Papers

Optimizing credit limit policies to maximise customer lifetime value

Presenter(s): Meke So; Lyn Thomas

Year of presentation: 2007

Affiliate institution: University of Southampton

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Conference Papers

Predicting recovery rates for defaulting credit card debt

Presenter(s): Angela Jezewska

Year of presentation: 2007

Affiliate institution: University of Southampton

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