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

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Conference Papers

Economics in credit scoring models

Presenter(s): Eric McVittie; John Oxley

Year of presentation: 2011

Affiliate institution: Experian

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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

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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

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Conference Papers

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

Presenter(s): Gerard Scallan

Year of presentation: 2011

Affiliate institution: ScorePlus

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Conference Papers

Moody’s CreditCycle: integrating the macroeconomy into consumer loan loss forecasting

Presenter(s): Christian deRitis; Tony Hughes; Juan M. Licari

Year of presentation: 2011

Affiliate institution: Moody's Analytics

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Conference Papers

Analysis of the loss portfolio securities as an example of lease contracts: the case study for the Polish Leasing Market

Presenter(s): Dr Pawel Kopciuszewski

Year of presentation: 2011

Affiliate institution: StatConsulting Perlinska

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Conference Papers

Enhancing Basel method via conditional distributions that capture stronger connection among credit losses in downturns

Presenter(s): Fernando Moreira

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Markov-chain based credit control for subscribers to mobile communication services

Presenter(s): Falk Wagner

Year of presentation: 2011

Affiliate institution: Johann Wolfgang Goethe University

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Conference Papers

Managing car loan portfolios: a state space approach

Presenter(s): S Ingólfsson

Year of presentation: 2011

Affiliate institution: S Riskmanagement Ltd

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