Conference Papers

The drift to default – a structural extension of the role of house price in determining the early termination of UK based residential mortgages

Presenter(s): Steven Kay; Jonathan Crook; Jake Ansell

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Investigating the stability of survival model parameter estimates for probability of default: empirical evidence over the credit crisis

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

The influence of financial crisis on UK SMEs behaviour

Presenter(s): Meng Ma

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Text mining for improved risk assessment

Presenter(s): Dan Kellett; Sam Boundy; Gareth Thomas

Year of presentation: 2013

Affiliate institution: Capital One

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Conference Papers

Using “Psychometric” factors to improve credit scoring models for small business lending

Presenter(s): Dean Caire

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

A practical guide to forecasting and stress testing

Presenter(s): Ben Castel-Nuovo

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

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Conference Papers

Practical considerations for paired data analysis in customer response programmes

Presenter(s): David Robinson

Year of presentation: 2013

Affiliate institution: Capital One

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Conference Papers

Predicting loss given default: an extension of single factor model

Presenter(s): Xiao Yao; Jonathan Crook; Galina Andreeva

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

The use of predictive modelling to boost debt collection efficiency

Presenter(s): Marcin Nadolny

Year of presentation: 2013

Affiliate institution: SAS Institute Poland

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Conference Papers

Vintage decomposition of federal financial institutions examination council charge-off mortgage data for credit risk research and education

Presenter(s): Vadim Melnitchouk; Andrey Vasuhrin

Year of presentation: 2013

Affiliate institution: Metropolitan State University; State University of Telecommunications

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