Conference Papers

Segmentation, probability of default and Basel II capital measures for credit card portfolios

Presenter(s): Dennis Ash; Shannon Kelly; William W. Lang; William Nayda; Haining Yin

Year of presentation: 2007

Affiliate institution: Federal Reserve Bank of Philadelphia; HSBC; Capital One Corporation

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Conference Papers

A case study of reject inference: misleading extrapolation from the accepts

Presenter(s): Ross Gayler

Year of presentation: 2007

Affiliate institution: Veda Advantage

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Conference Papers

Modelling LGD for unsecured personal loans: decision tree approach

Presenter(s): Lyn Thomas; Christophe Mues; Anna Matuszyk

Year of presentation: 2007

Affiliate institution: University of Southampton

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Conference Papers

Skip behaviour scorecards

Presenter(s): Denis D. Dell; Eva Neves

Year of presentation: 2007

Affiliate institution: PIC Solutions

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Conference Papers

Life after Basel: rethinking the feedback loop

Presenter(s): Gerard Scallan

Year of presentation: 2007

Affiliate institution: ScorePlus

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Conference Papers

Predicting insolvency and preventing losses using transaction analytics: customer treatment in real time

Presenter(s): Mark Kelly

Year of presentation: 2007

Affiliate institution: Fair Isaac Corp.

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Conference Papers

Developing classifiers from unbalanced datasets

Presenter(s): Konstantinos Falangis; John Glen

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Quantitative validation: an overview and framework for PD backtesting and benchmarking

Presenter(s): Gerd Castermans; David Martens; Tony Van Gestel; Bart Hamers; Bart Baesens

Year of presentation: 2007

Affiliate institution: Dexia Group; KU Leuven; University of Southampton

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Conference Papers

Space-time models for retail credit

Presenter(s): Bob Stine; William Lang

Year of presentation: 2007

Affiliate institution: University of Pennsylvania; Federal Reserve Bank of Philadelphia

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Conference Papers

Estimating Loss Given Default

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

Year of presentation: 2007

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