Conference Papers

Credit scoring and credit risk management – some regularly occurring challenges

Presenter(s): David Edelman

Year of presentation: 2011

Affiliate institution: ThreeCs Limited

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Conference Papers

A test to compare KS statistics

Presenter(s): David J. Hand; Wojtek J. Krzanowski

Year of presentation: 2011

Affiliate institution: Imperial College London; Winton Capital Management; University of Exeter

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Conference Papers

Economic impact grade migration modelling – to address pro-cyclicality in current risk management practice

Presenter(s): David Molyneaux; J J van Rensburg

Year of presentation: 2011

Affiliate institution: FICO

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Conference Papers

Predicting strategic defaults on US mortgage portfolios

Presenter(s): Neill Crossley

Year of presentation: 2011

Affiliate institution: FICO

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Conference Papers

“Here are my principles and if you don’t like them…well, I have others”

Presenter(s): Eamon Foley

Year of presentation: 2011

Affiliate institution: Unloaded Ltd

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Conference Papers

Study on the determination of the optimum credit card limit

Presenter(s): Yonho Song

Year of presentation: 2011

Affiliate institution: Korea Credit Bureau

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Conference Papers

Using payment patterns in modelling recovery rates

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

Year of presentation: 2011

Affiliate institution: University of Southampton; Warsaw School of Economics

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Conference Papers

Building a world-class risk analytics team

Presenter(s): Dr Richard Norgate

Year of presentation: 2011

Affiliate institution: Lloyds Banking Group

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Conference Papers

Cross-tab weighting for retail and small-business scorecards in developing markets

Presenter(s): Dean Caire; Mark Schreiner

Year of presentation: 2011

Affiliate institution: DAI Europe; Microfinance Risk Management LLC

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Conference Papers

Multiperiod corporate default prediction – a forward intensity approach

Presenter(s): Jin-Chuan Duan; Jie Sun; Tao Wang

Year of presentation: 2011

Affiliate institution: National University of Singapore; OCBC Bank

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