Conference Papers

Credit scoring with macroeconomic variables

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Attaining sharper pricing-for-risk in the UK sub-prime mortgage market

Presenter(s): Dr Maurice Joseph

Year of presentation: 2007

Affiliate institution: Kensington Mortgages

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Conference Papers

Heuristics for feature selection in mathematical programming discriminant analysis models

Presenter(s): Konstantinos Falangis; John Glen

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Customer default and prepayment: incorporating macroeconomic conditions

Presenter(s): Ellen Brock; Ramasubramanian Sundararajan; Tarun Bhaskar

Year of presentation: 2007

Affiliate institution: General Electric

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Conference Papers

Building efficient portfolios using multiple scorecards

Presenter(s): Peter Beling; Kanshukan Rajaratnam; George Overstreet

Year of presentation: 2007

Affiliate institution: University of Virginia

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Conference Papers

Responses to profit

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

Year of presentation: 2007

Affiliate institution: University of Nottingham-Malaysia Campus; University of Southampton

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Conference Papers

Dynamic model for behavioural scoring

Presenter(s): Arkadiusz Ziemba; Piotr Markowski; Wojciech Latusek

Year of presentation: 2007

Affiliate institution: StatConsulting Sp.; Polkomtel S.A.

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Conference Papers

Monte Carlo scenario generation for retail loan portfolios

Presenter(s): Joseph L. Breeden; David Ingram

Year of presentation: 2007

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Acceptance and profit modelling

Presenter(s): P. Ma; J. Crook; J. Ansell

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Estimation of default probabilities using incomplete contracts data

Presenter(s): J.M.C. Santos Silva; J.M.R. Murteira

Year of presentation: 2007

Affiliate institution: University of Essex; Universidade de Coimbra; CEMAPRE

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