Conference Papers

A cross-sectional survival analysis regression model with applications to consumer credit risk

Presenter(s): Mercy Munemo; Musa Malwandla; Gerbrand Breed

Year of presentation: 2017

Affiliate institution: Barclays Africa Group

Download paper

Conference Papers

A credit scoring model based on alternative mobile data for financial inclusion

Presenter(s): Xinhai Liu; Wei Ding; Ti Wang; Xiangfeng Meng

Year of presentation: 2017

Affiliate institution: Peking University; China Unicom Network Technology Research Institute; People's Bank of China

Download paper

Conference Papers

A credit evaluation model based on random walk for guaranteed loan among enterprises

Presenter(s): Xinhai Liu; Xiangfeng Meng

Year of presentation: 2017

Affiliate institution: Peking University; People's Bank of China

Download paper

Conference Papers

A Comparison of Feature Generation Techniques for Credit Risk Modelling

Presenter(s): Dan Kellett

Year of presentation: 2017

Affiliate institution: Capital One

Download paper

Conference Papers

Banking system in crisis: an economic capital viewpoint

Presenter(s): Antoniou Paschalis; Konstantinos Papalamprou

Year of presentation: 2015

Affiliate institution: National Bank of Greece; Aristotle University of Thessaloniki

Download paper

Conference Papers

Consumer risk appetite, the credit cycle, and the housing bubble

Presenter(s): Joseph L. Breeden; José Canals-Cerdá

Year of presentation: 2015

Affiliate institution: Prescient Models; Federal Reserve Bank of Philadelphia

Download paper

Conference Papers

Balance sheet constraints and firesale externalities

Presenter(s): Jukka Isohätälä and Alistair Milne

Year of presentation: 2015

Affiliate institution: Loughborough University

Download paper

Conference Papers

Handling improbable labels

Presenter(s): Lewis Evans; Niall Adams; Christoforos Anagnostopoulos

Year of presentation: 2015

Affiliate institution: Imperial College London

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

Benchmarking alternative data for scoring the “Uns”

Presenter(s): Bailey Klinger

Year of presentation: 2015

Affiliate institution: EFL Global Ltd.

Download paper