Conference Papers

Clustering large credit client data sets for classification with SVM

Presenter(s): Ralf Stecking; Klaus B. Schebesch

Year of presentation: 2009

Affiliate institution: University of Oldenburg; University 'Vasile Goldis' Arad

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Conference Papers

Scorecard design for fraud detection (with text mining, predictive modelling and social network theory)

Presenter(s): Terisa Roberts; Philip Pretorius

Year of presentation: 2009

Affiliate institution: North-West University

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Conference Papers

Developing a commercial credit risk rating model: case study of a petrochemical company

Presenter(s): Dennis W. Banks; Ali Ebrahimnejad

Year of presentation: 2009

Affiliate institution: Maastricht University

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Conference Papers

On one method of estimating the a priori bad rate for the accurate calibration of the credit scoring models

Presenter(s): Nikolay Filipenkov

Year of presentation: 2009

Affiliate institution: Bank of Moscow

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Conference Papers

Construction of a rating based on a bankruptcy prediction model

Presenter(s): Małgorzata Wrzosek; Arkadiusz Ziemba

Year of presentation: 2009

Affiliate institution: StatConsulting Sp

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Conference Papers

How to evaluate credit scorecards – and why using the Gini coefficient has cost you money

Presenter(s): David J. Hand

Year of presentation: 2009

Affiliate institution: Imperial College London

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Conference Papers

Markov chains in the dynamic control of credit consumer portfolios

Presenter(s): Lorenzo Quirini; Luigi Vannucci

Year of presentation: 2009

Affiliate institution: Consum.it; University of Florence

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Conference Papers

Corporate loan PD modelling using external data

Presenter(s): Dimitrios Papanastasiou; Kah Guan Mok

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

The moral hazard problem of the consumer debt negotiation mechanism during the credit card crisis in Taiwan

Presenter(s): Ching-Fan Chung; Bo-Chih Lai; Mei-Ching Wen

Year of presentation: 2009

Affiliate institution: National Tsing Hua University; Joint Credit Information Center

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Conference Papers

Collections policy comparison in LGD modelling

Presenter(s): L.C. Thomas; A. Matuszyk; A. Moore

Year of presentation: 2009

Affiliate institution: University of Southampton

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