Conference Papers

Household credit constraints in European countries

Presenter(s): Jonathan Crook; Stefan Hochguertel

Year of presentation: 2015

Affiliate institution: The University of Edinburgh; VU Amsterdam

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Conference Papers

Probabilistic graphical models for reverse stress testing for retail banks

Presenter(s): Mark Somers

Year of presentation: 2015

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

Collaborative profiling: predictive profiling from other customers’ behavior

Presenter(s): Matthew Kennel; Scott Zoldi

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

The prediction of time to default for personal loans using mixture cure models: including macro-economic factors

Presenter(s): Lore Dirick; Anthony Bellotti; Gerda Claeskens; Bart Baesens

Year of presentation: 2015

Affiliate institution: KU Leuven; Imperial College London; University of Southampton

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Conference Papers

Performance measures of LGD models

Presenter(s): Katarzyna Bijak; Lyn Thomas

Year of presentation: 2015

Affiliate institution: University of Southampton

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Conference Papers

Balance sheet constraints and firesale externalities

Presenter(s): Jukka Isohätälä and Alistair Milne

Year of presentation: 2015

Affiliate institution: Loughborough University

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Conference Papers

Independent, multi-bureau capable scoring solutions

Presenter(s): Sebastian d'Elboux

Year of presentation: 2015

Affiliate institution: DecisionMetrics

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Conference Papers

IFRS9 modelling approaches for retail portfolios

Presenter(s): Mark Somers

Year of presentation: 2015

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

Benchmarking alternative data for scoring the “Uns”

Presenter(s): Bailey Klinger

Year of presentation: 2015

Affiliate institution: EFL Global Ltd.

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Conference Papers

Sand pile modeling of economic variables for credit risk applications

Presenter(s): João Pires da Cruz; Helena Cruz; Janshukan Rajaratnam; Peter Beling; George A. Overstreet Jr.

Year of presentation: 2015

Affiliate institution: Closer Consulting Ltd; University of Lisbon; University of Cape Town; University of Virginia

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