Conference Papers

Competing risks in credit scoring using survival analysis and economical modelling

Presenter(s): Cristián Bravo; Lyn C. Thomas; Richard Weber

Year of presentation: 2011

Affiliate institution: Universidad de Chile; University of Southampton

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Conference Papers

UK credit card loss forecasting using Markov chain models

Presenter(s): Dan Kellett

Year of presentation: 2011

Affiliate institution: Capital One

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Conference Papers

Managing model risk in practice

Presenter(s): Alan Forrest

Year of presentation: 2011

Affiliate institution: RBS Group

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Conference Papers

Multi-period credit default prediction with time-varying covariates

Presenter(s): Walter Orth

Year of presentation: 2011

Affiliate institution: University of Cologne

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Conference Papers

Class(ic) scorecards: selecting characteristics and attributes in logistic regression

Presenter(s): Gerard Scallan

Year of presentation: 2011

Affiliate institution: ScorePlus

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Conference Papers

Assessing the impact of changing economic conditions on the design of default probability models

Presenter(s): Fredrik Andersson; Qingqing Chen; Dennis Glennon

Year of presentation: 2011

Affiliate institution: Office of the Comptroller of the Currency

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Conference Papers

Data and variables in predictive modeling for application fraud

Presenter(s): Michiko I. Wolcott

Year of presentation: 2011

Affiliate institution: Equifax

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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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