Conference Papers

Predicting default on credit loans: a Frequentist vs a Bayesian approach

Presenter(s): Daniel Lund; Ana Alina Tudoran; Rune Tousgaard Piil

Year of presentation: 2015

Affiliate institution: Jyske Bank; Aarhus University

Conference Papers

Managing customer communications with ultra-large scale optimisation

Presenter(s): Dr Andy Harrison; Sergio Vieira

Year of presentation: 2015

Affiliate institution: FICO; Lloyds Banking Group

Download paper

Conference Papers

Application of scoring approach in the LGD estimation

Presenter(s): Ivana Zohova

Year of presentation: 2015

Affiliate institution: Erste Group

Download paper

Conference Papers

Developments in unsecured capital and impairment forecasting

Presenter(s): Rachel Bailey; Sam Lacy

Year of presentation: 2015

Affiliate institution: Lloyds Banking Group

Download paper

Conference Papers

Exploring SME behaviour using GAM models during the financial crisis

Presenter(s): Meng Ma; Jake Ansell; Galina Andreeva

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

Download paper

Conference Papers

Once in a lifetime change: PD modelling under IFRS 9

Presenter(s): Thomas Clifford; Pawel Tatarczyk; Robert Richter

Year of presentation: 2015

Affiliate institution: Deloitte

Download paper

Conference Papers

The analysis of the micro enterprise failures using survival models

Presenter(s): Aneta Ptak-Chmielewska

Year of presentation: 2015

Affiliate institution: Warsaw School of Economics

Download paper

Conference Papers

Expanding the credit eligible population in the USA: a case study

Presenter(s): Dr Andrew Jennings

Year of presentation: 2015

Affiliate institution: FICO

Download paper

Conference Papers

It’s not all about the money: bankruptcy prediction using relational data

Presenter(s): Ellen Tobback

Year of presentation: 2015

Affiliate institution: Applied Data Mining; Universiteit Antwerpen

Download paper

Conference Papers

Some statistical reflections about expected loss

Presenter(s): Tony Bellotti

Year of presentation: 2015

Affiliate institution: Imperial College London

Download paper