Conference Papers

Using social network analysis techniques in the credit process

Presenter(s): Matthew O'Kane

Year of presentation: 2011

Affiliate institution: Detica NetReveal

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Conference Papers

Managing car loan portfolios: a state space approach

Presenter(s): S Ingólfsson

Year of presentation: 2011

Affiliate institution: S Riskmanagement Ltd

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Conference Papers

Adverse selection and non-take inference with coherent risk and response scoring

Presenter(s): Robert M. Oliver; Aush Thaker

Year of presentation: 2011

Affiliate institution: University of California; InfoCentricity

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Conference Papers

Designing and teaching courses on credit scoring for postgraduate students

Presenter(s): Jonathan Crook

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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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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