Conference Papers

It’s not all about the money: bankruptcy prediction using relational data

Presenter(s): Ellen Tobback

Year of presentation: 2015

Affiliate institution: Applied Data Mining; Universiteit Antwerpen

Download paper

Conference Papers

Review of analytical methods of analysing credit risk

Presenter(s): Madina Abdrakhmanova; Sanjukta Brahma

Year of presentation: 2015

Affiliate institution: Glasgow Caledonian University

Madina Abdrakhmanova Sanjukta Brahma

Madina Abdrakhmanova
Sanjukta Brahma

Download paper

Conference Papers

Performance measures of LGD models

Presenter(s): Katarzyna Bijak; Lyn Thomas

Year of presentation: 2015

Affiliate institution: University of Southampton

Download paper

Conference Papers

Forecasting retail credit market conditions

Presenter(s): Eric McVittie

Year of presentation: 2015

Affiliate institution: Experian

Download paper

Conference Papers

Independent, multi-bureau capable scoring solutions

Presenter(s): Sebastian d'Elboux

Year of presentation: 2015

Affiliate institution: DecisionMetrics

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

Conference Papers

On a systematic hyperparameter tuning framework in R for credit scoring with special considerations to class imbalance correction

Presenter(s): Gero Szepannek; Bernd Bischl; Tobias Kühn

Year of presentation: 2015

Affiliate institution: Santander Consumer Bank; LMU München

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