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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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

Effect of positive credit bureau data in credit risk models

Presenter(s): Michiko I. Wolcott

Year of presentation: 2007

Affiliate institution: Equifax Predictive Sciences

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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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