Conference Papers

Credit scoring and credit risk management – some regularly occurring challenges

Presenter(s): David Edelman

Year of presentation: 2011

Affiliate institution: ThreeCs Limited

Download paper

Conference Papers

Accurate valuation and effective targeting of low response programmes using propensity score matching techniques

Presenter(s): Kevin Chisholm

Year of presentation: 2011

Affiliate institution: Capital One

Download paper

Conference Papers

Recovery rates across different industries

Presenter(s): Markus Hoechstoetter; Abdolreza Nazemi; Svetlozar T. Rachev

Year of presentation: 2011

Affiliate institution: Karlsruhe Institute of Technology; Stony Brook University; FinAnalytica

Download paper

Conference Papers

Unobserved heterogeneity and its effects on mortgage options

Presenter(s): Min Hwang; Raphael Kuznetsovski

Year of presentation: 2011

Affiliate institution: George Washington University

Download paper 1 Download paper 2

Conference Papers

Economics in credit scoring models

Presenter(s): Eric McVittie; John Oxley

Year of presentation: 2011

Affiliate institution: Experian

Download paper

Conference Papers

Analysis of the loss portfolio securities as an example of lease contracts: the case study for the Polish Leasing Market

Presenter(s): Dr Pawel Kopciuszewski

Year of presentation: 2011

Affiliate institution: StatConsulting Perlinska

Download paper

Conference Papers

Comparison of regression models for LGD estimation

Presenter(s): A. Arsova; M. Haralampieva; T. Tsvetanova

Year of presentation: 2011

Affiliate institution: Experian

Download paper

Conference Papers

Stress testing credit risk of a retail portfolio: experiences and further developments

Presenter(s): Marcel den Hollander

Year of presentation: 2011

Affiliate institution: SNS REAAL

Download paper

Conference Papers

Survival analysis workflow: assessing the impact of macroeconomic shocks on credit portfolios and predicting the time of default

Presenter(s): Anupam Saha; N. Siddiqi

Year of presentation: 2011

Affiliate institution: SAS

Download paper 1 Download paper 2

Conference Papers

Risk and reward in consumer credit

Presenter(s): Rob Stewart

Year of presentation: 2011

Affiliate institution: Federal Reserve Bank of Chicago

Download paper