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

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Conference Papers

Dynamic scores: proactively managing through-the-cycle risk prediction

Presenter(s): Michael Cohen

Year of presentation: 2015

Affiliate institution: FICO

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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

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

Presenter(s): Dr Andrew Jennings

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

Estimating non-cyclical PDs: a case study from Bulgaria

Presenter(s): Hristiana Vidinova

Year of presentation: 2015

Affiliate institution: Experian

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Conference Papers

Impact of segmentation on the performance measures of LGD models

Presenter(s): Lyn Thomas; Katarzyna Bijak

Year of presentation: 2015

Affiliate institution: University of Southampton

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Conference Papers

A mover-stayer model with covariates for installment loans repayment process

Presenter(s): Halina Frydman; Anna Matuszyk

Year of presentation: 2015

Affiliate institution: New York University; Warsaw School of Economics

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Conference Papers

Piecewise logistic regression: an application in credit scoring

Presenter(s): Raymond Anderson

Year of presentation: 2015

Affiliate institution: Standard Bank of South Africa

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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

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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

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