Conference Papers

UK credit card loss forecasting using Markov chain models

Presenter(s): Dan Kellett

Year of presentation: 2011

Affiliate institution: Capital One

Download paper

Conference Papers

Evaluating the influence of enhanced customer service processes on portfolio credit risk in the German market

Presenter(s): Thomas Hoffmann

Year of presentation: 2011

Affiliate institution: Arvato AG - Bertelsmann

Download paper

Conference Papers

Mortgage refinancing as individual decision under uncertainty: how to build a reliable prepayment model

Presenter(s): Dr Vladimir Fishman; Dr Anatoly Reynberg

Year of presentation: 2011

Affiliate institution: Experian Decision Analytics

Download paper 1 Download paper 2

Conference Papers

Assessing the impact of changing economic conditions on the design of default probability models

Presenter(s): Fredrik Andersson; Qingqing Chen; Dennis Glennon

Year of presentation: 2011

Affiliate institution: Office of the Comptroller of the Currency

Download paper

Conference Papers

Using social network analysis techniques in the credit process

Presenter(s): Matthew O'Kane

Year of presentation: 2011

Affiliate institution: Detica NetReveal

Download paper

Conference Papers

Survival analysis workflow: assessing the impact of macroeconomic shocks on credit portfolios and predicting the time of default

Presenter(s): Anupam Saha; N. Siddiqi

Year of presentation: 2011

Affiliate institution: SAS

Download paper 1 Download paper 2

Conference Papers

Economics in credit scoring models

Presenter(s): Eric McVittie; John Oxley

Year of presentation: 2011

Affiliate institution: Experian

Download paper

Conference Papers

Stress testing credit risk of a retail portfolio: experiences and further developments

Presenter(s): Marcel den Hollander

Year of presentation: 2011

Affiliate institution: SNS REAAL

Download paper

Conference Papers

Foreclosure’s wake: the credit experiences of individuals following foreclosure

Presenter(s): Kenneth Brevoort; Cheryl R. Cooper

Year of presentation: 2011

Affiliate institution: Federal Reserve Board

Download paper 1 Download paper 2

Conference Papers

Class(ic) scorecards: selecting characteristics and attributes in logistic regression

Presenter(s): Gerard Scallan

Year of presentation: 2011

Affiliate institution: ScorePlus

Download paper