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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Conference Papers

Modelling bank loan LGD of corporate and SME segment

Presenter(s): Radovan Chalupka; Juraj Kopecsni

Year of presentation: 2009

Affiliate institution: Charles University

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Conference Papers

Benchmarking state-of-the-art regression algorithms for Loss Given Default modelling

Presenter(s): Gert Loterman; Iain Brown; David Martens; Christophe Mues; Bart Baesens

Year of presentation: 2009

Affiliate institution: KU Leuven; University of Southampton; University College Ghent

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Conference Papers

Asset correlations for credit card defaults

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

Scoring models for collections & debt recovery

Presenter(s): Iain Deuchars

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

A flexible generalized link function for credit scoring

Presenter(s): André de Waal; Tiny du Toit; Tanja de la Rey

Year of presentation: 2009

Affiliate institution: North-West University

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