Conference Papers

Completely automated credit scoring. From scorecards development to its implementation in the credit process

Presenter(s): Dmitry Berestnev; Oleg Travkin

Year of presentation: 2017

Affiliate institution: Sberbank

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Conference Papers

Competing risks models of default in the presence of early repayments

Presenter(s): Eva Wycinka

Year of presentation: 2017

Affiliate institution: University of Gdansk

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Conference Papers

Bias-free text evaluations in Micro and SME credit scoring using deep learning

Presenter(s): Cristián Bravo

Year of presentation: 2017

Affiliate institution: University of Southampton

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Conference Papers

Beautiful interlinks in credit scoring

Presenter(s): Yuriy Strilets

Year of presentation: 2017

Affiliate institution: Bank Austria AG

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Conference Papers

Bayesian models of car lease frauds

Presenter(s): Katarzyna Bijak; Anna Matuszyk

Year of presentation: 2017

Affiliate institution: University of Southampton; Warsaw School of Economics

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Conference Papers

Automated documentation creation for a streamlined, compliant score build process

Presenter(s): Jonathan Clarke; Matthew Pead

Year of presentation: 2017

Affiliate institution: LexisNexis Risk Solutions

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Conference Papers

Applying CECL to US mortgage: a case study in alternatives, impacts, accuracy, and complexity

Presenter(s): Joseph L. Breeden

Year of presentation: 2017

Affiliate institution: Prescient Models LLC

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Conference Papers

An estimation technique for deriving the Basel LGD on a retail bank mortgage portfolio

Presenter(s): Morne Joubert; Helgard Raubenheimer; Tanja Verster

Year of presentation: 2017

Affiliate institution: North-West University

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Conference Papers

An application of profit scoring for the different types of behaviour of credit card holders with panel data

Presenter(s): Denys Osipenko; Jonathan Crook

Year of presentation: 2017

Affiliate institution: University of Edinburgh

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Conference Papers

A random-effects construction of EMV models – a solution to the identification problem?

Presenter(s): Peter Clarke

Year of presentation: 2017

Affiliate institution: Deva Statistical Consulting Ltd

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