Conference Papers

IFRS 9: Evolution not revolution

Presenter(s): Nevan McBride

Year of presentation: 2015

Affiliate institution: Jaywing

Download paper

Conference Papers

Exploring the effects of macroeconomic variables on credit card delinquency and default behaviour

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

Download paper

Conference Papers

Inflated mixture models: applications to multimodality in loss given defualt

Presenter(s): Mauro Ribeiro de Oliveira Júnior; Francisco Louza; Gustavo Henrique de Araujo Pereira; Fernando Moreira; Raffaella Calabrese

Year of presentation: 2015

Affiliate institution: Caixa Econômica Federal; Federal University of Sao Carlos

Download paper

Conference Papers

Multi-bureau data: maximising predictive accuracy and customer understanding

Presenter(s): Dr Mark Kelly

Year of presentation: 2015

Affiliate institution: DecisionMetrics

Download paper

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

Download paper

Conference Papers

A profit-based approach for evaluating LGD regressions

Presenter(s): Cristián Bravo and Wouter Verbeke

Year of presentation: 2015

Download paper

Conference Papers

Forecasting retail credit market conditions

Presenter(s): Eric McVittie

Year of presentation: 2015

Affiliate institution: Experian

Download paper

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

Download paper

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

Download paper

Conference Papers

Collaborative profiling: predictive profiling from other customers’ behavior

Presenter(s): Matthew Kennel; Scott Zoldi

Year of presentation: 2015

Affiliate institution: FICO

Download paper