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

Download paper

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

Download paper

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

Download paper

Conference Papers

Behavioral scoring evolution: from monthly aggregates to single transactions

Presenter(s): Petr Kadeřábek; Marek Dvořák; Matěj Kratochvíl; František Navrátil; Dana Primasová; Jozef Zubrický

Year of presentation: 2015

Affiliate institution: Erste Group

Download paper

Conference Papers

Application of scoring approach in the LGD estimation

Presenter(s): Ivana Zohova

Year of presentation: 2015

Affiliate institution: Erste Group

Download paper

Conference Papers

A profit-based approach for evaluating LGD regressions

Presenter(s): Cristián Bravo and Wouter Verbeke

Year of presentation: 2015

Download paper

Conference Papers

IFRS 9: Evolution not revolution

Presenter(s): Nevan McBride

Year of presentation: 2015

Affiliate institution: Jaywing

Download paper

Conference Papers

Household credit constraints in European countries

Presenter(s): Jonathan Crook; Stefan Hochguertel

Year of presentation: 2015

Affiliate institution: The University of Edinburgh; VU Amsterdam

Download paper

Conference Papers

Better risk and attrition predictions: using temporal behaviour maps

Presenter(s): Shafi Rahman; Nitin Basant

Year of presentation: 2015

Affiliate institution: FICO

Download paper

Conference Papers

A shift adapted binary classification rule in the presence of label delay with an application to credit scoring

Presenter(s): Vera Hofer

Year of presentation: 2013

Affiliate institution: University of Graz

Download paper