Conference Papers

LGD Modelling – comparison of models

Presenter(s): Sukriye Tuysuz; Emre Unal

Year of presentation: 2017

Affiliate institution: Yeditepe University; Turkiye Finans

Download paper

Conference Papers

Issues using logistic regression for highly imbalanced data

Presenter(s): Yazhe Li; Niall Adams; Tony Bellotti

Year of presentation: 2017

Affiliate institution: Imperial College London

Download paper

Conference Papers

Isn’t there really enough data to produce good LGD and EAD models?

Presenter(s): Massimo Cutaia

Year of presentation: 2017

Affiliate institution: Credit Suisse Global Credit Data

Download paper

Conference Papers

Interpretable credit scoring. Methodological adaptations to the right to explanation

Presenter(s): Belen Martin-Barragan

Year of presentation: 2017

Download paper

Conference Papers

Information noise and credit risk; evidence from corporate bankruptcy

Presenter(s): Xin Xu

Year of presentation: 2017

Affiliate institution: Unisys Analytics

Download paper

Conference Papers

Increasing credit scoring using streaming delayed supervised information

Presenter(s): Joshua Plasse; Niall Adams

Year of presentation: 2017

Affiliate institution: Imperial College London; Heilbronn Institute for Mathematical Research

Download paper

Conference Papers

Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards

Presenter(s): Jonathan Crook; Viani Djeundje

Year of presentation: 2017

Affiliate institution: The University of Edinburgh

Download paper

Conference Papers

IFRS 9: To comply and compete

Presenter(s): David Binder

Year of presentation: 2017

Affiliate institution: FICO

Download paper

Conference Papers

IFRS 9: Survival analysis with an application in Apache Spark

Presenter(s): Hristiana Vidinova; Dimitar Vasilev

Year of presentation: 2017

Affiliate institution: Experian

Download paper

Conference Papers

IFRS 9: Probably weighted and biased?

Presenter(s): Alexander Marianski

Year of presentation: 2017

Affiliate institution: Deloitte LLP

Download paper