Conference Papers

Low Default Portfolio (LDP) modelling: Probability of Default (PD) calibration conundrum

Presenter(s): Thomas Clifford; Alexander Marianski; Krisztian Sebestyen

Year of presentation: 2013

Affiliate institution: Deloitte

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

Modelling cross-border bank contagion using Marshall-Olkin copula

Presenter(s): Silvia Angela Osmetti; Raffaella Calabrese

Year of presentation: 2013

Affiliate institution: Università Cattolica del Sacro Cuore; University of Milano-Bicocca

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

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

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Conference Papers

Risk tools and algorithms

Presenter(s): Maurice Joseph

Year of presentation: 2013

Affiliate institution: Commonwealth Bank

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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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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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