Conference Papers

New decision management concepts: disciplined management of models and strategies

Presenter(s): Neill Crossley; Eric Wells

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Capital sensitivity to the PD calibration methodology

Presenter(s): Dr Robert Johnson

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

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Conference Papers

Modelling the profitability of credit cards for different types of behaviour with panel data

Presenter(s): Denys Osipenko; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Correlation across latent variables in credit risk models: a direct inference from default rates

Presenter(s): Fernando Moreira

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Big Brother is scoring you

Presenter(s): Wen Li Chan; Hsin-Vonn Seow

Year of presentation: 2013

Affiliate institution: University of Nottingham-Malaysia Campus

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Conference Papers

Prediction errors in credit loss forecasting models based on macroeconomic data

Presenter(s): Eric McVittie

Year of presentation: 2013

Affiliate institution: Experian

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Conference Papers

Credit scoring and credit risk management – some regularly occurring challenges

Presenter(s): David Edelman

Year of presentation: 2011

Affiliate institution: ThreeCs Limited

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Conference Papers

Segmentation analysis using correspondence analysis

Presenter(s): Martin Harrison; W. Fite

Year of presentation: 2011

Affiliate institution: Lloyds Banking Group

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Conference Papers

Improving long run model performance using deviance statistics

Presenter(s): Matt Goward

Year of presentation: 2011

Affiliate institution: Lloyds Banking Group

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Conference Papers

A zero-adjusted gamma model for estimating loss given default on residential mortgage loans

Presenter(s): Edward Tong; Christophe Mues; Lyn Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton

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