Conference Papers

Modelling the interaction of portfolio performance with the economic cycle and its application

Presenter(s): T Hoffmann

Year of presentation: 2009

Affiliate institution: Informa Arvato Services

Download paper

Conference Papers

Modelling credit risk in portfolios of consumer loans: Transition Matrix models for consumer credit ratings

Presenter(s): Lyn Thomas; Madhur Malik

Year of presentation: 2009

Affiliate institution: University of Southampton

Download paper 1 Download paper 2

Conference Papers

From default rates to default matrices: an application to Brazilian consumer credit

Presenter(s): Ricardo Schechtman

Year of presentation: 2009

Affiliate institution: Central Bank of Brazil

Download paper

Conference Papers

Theory and empirical evidence for price-driven adverse selection in consumer lending

Presenter(s): Robert Phillips; Robin Raffard

Year of presentation: 2009

Affiliate institution: Columbia University Graduate School of Business; Nomis Solutions

Download paper 1 Download paper 2

Conference Papers

Through-the-cycle PD modelling

Presenter(s): Dickon Brough

Year of presentation: 2009

Affiliate institution: Financial Services Authority

Download paper

Conference Papers

Developing optimal lending strategies in practice

Presenter(s): John Oxley

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

Download paper

Conference Papers

Investment decision in a new credit score system

Presenter(s): Gyorgy Varga

Year of presentation: 2009

Affiliate institution: FCE Consulting

Download paper 1 Download paper 2

Conference Papers

LGD modelling for mortgage loans

Presenter(s): Mindy Leow; Dr Christophe Mues; Prof Lyn Thomas

Year of presentation: 2009

Affiliate institution: University of Southampton

Download paper

Conference Papers

Effect of decision tree quality on tree-based optimization results

Presenter(s): Dr Vladimir Fishman; Dr Anatoly Reynberg

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

Download paper

Conference Papers

Improving PD and LGD models following the changes in the market

Presenter(s): Wemke van der Weij; Marcel den Hollander

Year of presentation: 2009

Affiliate institution: SNS REAAL

Download paper 1 Download paper 2