Conference Papers

Confidence-based z-score (a measure of bank solvency)

Presenter(s): Davide Mare; Fernando Moreira; Roberto Rossi

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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Conference Papers

Stochastic gradient boosting approach to daily attrition scoring based on high-dimensional RFM features

Presenter(s): Dr Gerald Fahner

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

Probabilistic graphical models for reverse stress testing for retail banks

Presenter(s): Mark Somers

Year of presentation: 2015

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

Predicting and monitoring changes in scoring data

Presenter(s): Vera Hofer; Georg Krempl

Year of presentation: 2015

Affiliate institution: University Graz; University Magdeburg

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Conference Papers

The prediction of time to default for personal loans using mixture cure models: including macro-economic factors

Presenter(s): Lore Dirick; Anthony Bellotti; Gerda Claeskens; Bart Baesens

Year of presentation: 2015

Affiliate institution: KU Leuven; Imperial College London; University of Southampton

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Conference Papers

Calculating optimal limits for transacting credit card customers

Presenter(s): Jonathan Budd; Peter Taylor

Year of presentation: 2015

Affiliate institution: The University of Melbourne

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Conference Papers

Understanding differential cycle sensitivity for loan portfolios

Presenter(s): James O'Donnell

Year of presentation: 2015

Affiliate institution: Westpac

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Conference Papers

Reasoning about sequential decisions for customer management

Presenter(s): Dr Gerald Fahner

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

IFRS9 modelling approaches for retail portfolios

Presenter(s): Mark Somers

Year of presentation: 2015

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

Capital sensitivity to the PD calibration methodology

Presenter(s): Dr Robert Johnson

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

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