Conference Papers

Non-linear cyclical effects in credit rating migrations: a Markov switching continuous time framework

Presenter(s): Dimitrios Papanastasiou; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh; Bank of England

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Conference Papers

EL validation DB unsecured Basel model

Presenter(s): Jan Scholma; Maarten Terpstra

Year of presentation: 2013

Affiliate institution: ING Retail Netherlands

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Conference Papers

Imposing domain knowledge on algorithmic learning: an effective approach to construct deployable predictive models

Presenter(s): Dr Gerald Fahner

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Lessons in developing and applying decision modelling methods

Presenter(s): Neill Crossley

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Warning signals in credit fraud detection

Presenter(s): Aneta Ptak-Chmielewska; Anna Matuszyk

Year of presentation: 2013

Affiliate institution: Warsaw School of Economics

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Conference Papers

Optimisation in credit: where can optimisation help you make better decisions and boost profitability

Presenter(s): Martin Benson

Year of presentation: 2013

Affiliate institution: Jaywing

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Conference Papers

Medical debt in credit scoring models: evaluating its predictiveness and the consequences of its use

Presenter(s): Kenneth Brevoort

Year of presentation: 2013

Affiliate institution: Consumer Financial Protection Bureau

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Conference Papers

Credit scoring and the optimization concerning area under the curve

Presenter(s): Anne Kraus; Helmut Küchenhoff

Year of presentation: 2013

Affiliate institution: Ludwig-Maximilians-Universität München

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Conference Papers

At the crossing between risk and accounting: loan-loss provisioning with expected credit losses

Presenter(s): Riccardo Cairo

Year of presentation: 2013

Affiliate institution: CRIF

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Conference Papers

The PRA’s approach to supervising banks, credit risk and related models

Presenter(s): Nick Strange

Year of presentation: 2013

Affiliate institution: Bank of England

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