Conference Papers

Methodologies for cut-off point determination in credit scoring models for not-for-profit governmental institutions

Presenter(s): Sebastián Maldonado; Cristián Bravo; Richard Weber

Year of presentation: 2011

Affiliate institution: Universidad de los Andes; Universidad de Chile

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Conference Papers

Casual modeling-based approach for testing and improving credit decisions over time

Presenter(s): Dr Gerald Fahner

Year of presentation: 2011

Affiliate institution: FICO

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Conference Papers

IRB modelling: where are we four years down the line?

Presenter(s): Rebecca Lucas

Year of presentation: 2011

Affiliate institution: Financial Services Authority

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Conference Papers

Modelling LGD using Bayesian methods

Presenter(s): Katarzyna Bijak; Lyn Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton

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Conference Papers

Cross-tab weighting for retail and small-business scorecards in developing markets

Presenter(s): Dean Caire; Mark Schreiner

Year of presentation: 2011

Affiliate institution: DAI Europe; Microfinance Risk Management LLC

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Conference Papers

Competing risks survival model for mortgage loans with simulated loss distributions

Presenter(s): Mindy Leow; Christophe Mues; Lyn Thomas

Year of presentation: 2011

Affiliate institution: The University of Edinburgh; University of Southampton

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Conference Papers

Do we need cut offs? Pricing for profit

Presenter(s): Helen McNab; Gerard Scallan

Year of presentation: 2011

Affiliate institution: ScorePlus

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Conference Papers

Monitoring creditworthiness: Markov chains and replication portfolios

Presenter(s): Lorenzo Quirini; Luigi Vannucci

Year of presentation: 2011

Affiliate institution: Consum.it; University of Florence

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Conference Papers

Design of software tools for continuous characteristic analysis

Presenter(s): Ross Gayler

Year of presentation: 2011

Affiliate institution: Veda

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Conference Papers

The impact of Basel accords on the lender’s profitability under different pricing decisions

Presenter(s): Bo Huang; Lyn C. Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton

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