Conference Papers

Multi-bureau data: maximising predictive accuracy and customer understanding

Presenter(s): Dr Mark Kelly

Year of presentation: 2015

Affiliate institution: DecisionMetrics

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Conference Papers

On the heterogeneous effects of non-credit-related information in online P2P lending: a quantile regression analysis

Presenter(s): Sirong Luo; Dengpan Liu; Yinmin Ye

Year of presentation: 2015

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Conference Papers

A profit-based approach for evaluating LGD regressions

Presenter(s): Cristián Bravo and Wouter Verbeke

Year of presentation: 2015

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Conference Papers

Forecasting retail credit market conditions

Presenter(s): Eric McVittie

Year of presentation: 2015

Affiliate institution: Experian

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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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