Conference Papers

Predicting loss given default: an extension of single factor model

Presenter(s): Xiao Yao; Jonathan Crook; Galina Andreeva

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

Download paper

Conference Papers

Evaluating alternate classification algorithms in first party retail banking fraud

Presenter(s): Kevin Barrett; Xin Huang; Will Boulter

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group; University of Southampton

Download paper

Conference Papers

Low Default Portfolio (LDP) modelling: Probability of Default (PD) calibration conundrum

Presenter(s): Thomas Clifford; Alexander Marianski; Krisztian Sebestyen

Year of presentation: 2013

Affiliate institution: Deloitte

Conference Papers

A multi-objective decision framework for credit portfolio management

Presenter(s): Juan C. Moreno-Paredes; Christophe Mues; Lyn Thomas

Year of presentation: 2013

Affiliate institution: University of Southampton

Download paper

Conference Papers

Reject inference with nested conditional models based on joint risk and fraud scores

Presenter(s): Ross Gayler

Year of presentation: 2013

Download paper

Conference Papers

Modelling cross-border bank contagion using Marshall-Olkin copula

Presenter(s): Silvia Angela Osmetti; Raffaella Calabrese

Year of presentation: 2013

Affiliate institution: Università Cattolica del Sacro Cuore; University of Milano-Bicocca

Conference Papers

When to rebuild or when to recalibrate scorecards

Presenter(s): K.M. Jung; Lyn Thomas; Mee Chi So

Year of presentation: 2013

Affiliate institution: University of Southampton; Kyungsung University

Download paper

Conference Papers

Scorecard development beyond the standard textbook: a case study

Presenter(s): Dr Hendrik Wagner; Dr Farkas Bagaméry

Year of presentation: 2013

Affiliate institution: RiskParameters.eu; Lombard Lízing

Download paper

Conference Papers

Risk tools and algorithms

Presenter(s): Maurice Joseph

Year of presentation: 2013

Affiliate institution: Commonwealth Bank

Download paper

Conference Papers

Our journey towards an embedded customer level score

Presenter(s): Ruth Starkey; Angela Ambler; Cornel Schalkwyk

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

Download paper