Conference Papers

How to make the most of economics in credit risk management

Presenter(s): Dr William Thomson

Year of presentation: 2009

Affiliate institution: Experian

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Conference Papers

Quantum mechanics framework to minimize the lack of stationary properties in Markov like credit risk models

Presenter(s): João Pires da Cruz; João Periquito Jarego; André Correia dos Santos

Year of presentation: 2009

Affiliate institution: Closer; Lloyds Banking Group

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Conference Papers

Application LGD model development: a case study for a leading CEE bank

Presenter(s): Stefan Stoyanov; A. Nisticò

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Where did it all go wrong?

Presenter(s): D. Brough; J. Crook; D. Edelman; A. Lucas

Year of presentation: 2009

Affiliate institution: Caledonia Credit Consultancy; FSA; Rhino Risk; The University of Edinburgh

Discussion session

Discussion session

Conference Papers

Modified logistic regression using the EM algorithm for reject inference

Presenter(s): Billie S. Anderson; J. Michael Hardin

Year of presentation: 2009

Affiliate institution: SAS Institute; The University of Alabama

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Conference Papers

Dynamic models of default on UK credit cards

Presenter(s): Jonathan Crook; Tony Bellotti

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

Measuring the quality of credit scoring models

Presenter(s): Martin Řezáč; František Řezáč

Year of presentation: 2009

Affiliate institution: Masaryk University

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Conference Papers

Expected loss customer risk grading

Presenter(s): James O'Donnell

Year of presentation: 2009

Affiliate institution: Westpac Banking Corporation

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Conference Papers

Explaining aggregate consumer delinquency behaviour over time

Presenter(s): Jonathan Crook; John Banasik

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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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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