Conference Papers

Pre-collections preventing payment problems for residential mortgages

Presenter(s): Marcel den Hollander

Year of presentation: 2013

Affiliate institution: Achmea Bank

Download paper

Conference Papers

Scorecard development beyond the standard textbook: a case study

Presenter(s): Dr Hendrik Wagner; Dr Farkas Bagaméry

Year of presentation: 2013

Affiliate institution: RiskParameters.eu; Lombard Lízing

Download paper

Conference Papers

Risk tools and algorithms

Presenter(s): Maurice Joseph

Year of presentation: 2013

Affiliate institution: Commonwealth Bank

Download paper

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

Download paper

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

Download paper

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

Download paper

Conference Papers

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

Presenter(s): Ross Gayler

Year of presentation: 2013

Download paper

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

Download paper

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

Download paper

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

Download paper