Conference Papers

A through-the-cycle model for retail lending economic capital

Presenter(s): Joseph L. Breeden; Robert Parker; Carsten Steinebach

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc

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Conference Papers

CIFAS data – a new source of data for use in fraud prevention models

Presenter(s): Sue Wishart

Year of presentation: 2009

Affiliate institution: CIFAS

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Conference Papers

Decision science tools for customers management (getting busy in stressful times)

Presenter(s): Eamon Foley; Nicola Gatta; Roberta Gallato

Year of presentation: 2009

Affiliate institution: Unloaded Ltd

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Conference Papers

Using external ‘Payment Intent’ data to improve discrimination in credit decisions

Presenter(s): Peter Taylor

Year of presentation: 2009

Affiliate institution: The Petra Partnership Ltd

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Conference Papers

Monitoring credit portfolios using survival analysis

Presenter(s): Axel Gandy

Year of presentation: 2009

Affiliate institution: Imperial College London

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Conference Papers

Macroeconomic conditions in models of Loss Given Default for retail credit

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

Evaluating the effect of model quality in optimisation

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

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Moving from rankings to ratings

Presenter(s): Joseph L. Breeden; Robert Parker

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Macroeconomic effects in US corporate defaults: aggregating real economy effects dynamically

Presenter(s): Dimitrios Papanastasiou; Jonathan Crook

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

Salford systems: data mining and predictive analytics for credit risk

Presenter(s): D Steinberg

Year of presentation: 2009

Affiliate institution: Salford Systems

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