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

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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

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Conference Papers

Risk tools and algorithms

Presenter(s): Maurice Joseph

Year of presentation: 2013

Affiliate institution: Commonwealth Bank

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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

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Conference Papers

The impact of multicollinearity on the variation of coefficient estimation when using logistic regression

Presenter(s): Erika de Jongh; Gregg Webster

Year of presentation: 2013

Affiliate institution: Standard Bank of South Africa; North West University

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Conference Papers

Marginal Kolmogrov-Smirnov Analysis: Measuring Lack of Fit in Logistic Regression and Scorecard Monitoring

Presenter(s): Gerald Scallan

Year of presentation: 2013

Affiliate institution: SCOREPLUS

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Conference Papers

New decision management concepts: disciplined management of models and strategies

Presenter(s): Neill Crossley; Eric Wells

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Benchmarking state-of-the-art classification algorithms for credit scoring: a ten-year update

Presenter(s): Stefan Lessmann; Hsin-Vonn Seow; Bart Baesens; Lyn Thomas

Year of presentation: 2013

Affiliate institution: University of Hamburg; University of Nottingham-Malaysia Campus; KU Leuven; University of Southampton

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Conference Papers

Modelling the profitability of credit cards for different types of behaviour with panel data

Presenter(s): Denys Osipenko; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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