Conference Papers

Risk tools and algorithms

Presenter(s): Maurice Joseph

Year of presentation: 2013

Affiliate institution: Commonwealth Bank

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Conference Papers

Evaluating alternate classification algorithms in first party retail banking fraud

Presenter(s): Kevin Barrett; Xin Huang; Will Boulter

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group; University of Southampton

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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

A multi-objective decision framework for credit portfolio management

Presenter(s): Juan C. Moreno-Paredes; Christophe Mues; Lyn Thomas

Year of presentation: 2013

Affiliate institution: University of Southampton

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Conference Papers

Reject inference with nested conditional models based on joint risk and fraud scores

Presenter(s): Ross Gayler

Year of presentation: 2013

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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

When to rebuild or when to recalibrate scorecards

Presenter(s): K.M. Jung; Lyn Thomas; Mee Chi So

Year of presentation: 2013

Affiliate institution: University of Southampton; Kyungsung University

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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

Our journey towards an embedded customer level score

Presenter(s): Ruth Starkey; Angela Ambler; Cornel Schalkwyk

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

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