Conference Papers

The impact of multicollinearity on the variation of coefficient estimation when using logistic regression

Presenter(s): Erika de Jongh; Gregg Webster

Year of presentation: 2013

Affiliate institution: Standard Bank of South Africa; North West University

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Conference Papers

Marginal Kolmogrov-Smirnov Analysis: Measuring Lack of Fit in Logistic Regression and Scorecard Monitoring

Presenter(s): Gerald Scallan

Year of presentation: 2013

Affiliate institution: SCOREPLUS

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Conference Papers

New decision management concepts: disciplined management of models and strategies

Presenter(s): Neill Crossley; Eric Wells

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Benchmarking state-of-the-art classification algorithms for credit scoring: a ten-year update

Presenter(s): Stefan Lessmann; Hsin-Vonn Seow; Bart Baesens; Lyn Thomas

Year of presentation: 2013

Affiliate institution: University of Hamburg; University of Nottingham-Malaysia Campus; KU Leuven; University of Southampton

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Conference Papers

Modelling the profitability of credit cards for different types of behaviour with panel data

Presenter(s): Denys Osipenko; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Studying the effect of monetary and fiscal policy on bank’s non-performing loans (a case study in Middle East countries)

Presenter(s): Eaman Noorbakhsh; Hadi Heidari

Year of presentation: 2013

Affiliate institution: Karafarin Bank; Monetary and Banking Research Institute of the Central Bank of Iran

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Conference Papers

A two-stage approach corrects a fundamental bias in secured loan LGD modeling

Presenter(s): Dr Hendrik Wagner

Year of presentation: 2013

Affiliate institution: RiskParameters.eu

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Conference Papers

Using survival models for profit and loss estimations

Presenter(s): Anthony Bellotti

Year of presentation: 2013

Affiliate institution: Imperial College London

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Conference Papers

Prediction errors in credit loss forecasting models based on macroeconomic data

Presenter(s): Eric McVittie

Year of presentation: 2013

Affiliate institution: Experian

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Conference Papers

General approximators for credit scoring: practical considerations

Presenter(s): Thomas Hill; Vladimir Rastunkov; Knut Opdal

Year of presentation: 2013

Affiliate institution: StatSoft; StatSoft Norway

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