University of Edinburgh Business School
Latest from the CRC
Conference Papers
Class(ic) scorecards: selecting characteristics and attributes in logistic regression
Presenter(s): Gerard Scallan
Year of presentation: 2011
Affiliate institution: ScorePlus
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
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
Conference Papers
A test to compare KS statistics
Presenter(s): David J. Hand; Wojtek J. Krzanowski
Year of presentation: 2011
Affiliate institution: Imperial College London; Winton Capital Management; University of Exeter
Conference Papers
Improving long run model performance using deviance statistics
Presenter(s): Matt Goward
Year of presentation: 2011
Affiliate institution: Lloyds Banking Group
Conference Papers
Predicting strategic defaults on US mortgage portfolios
Presenter(s): Neill Crossley
Year of presentation: 2011
Affiliate institution: FICO
Conference Papers
“Here are my principles and if you don’t like them…well, I have others”
Presenter(s): Eamon Foley
Year of presentation: 2011
Affiliate institution: Unloaded Ltd
Conference Papers
Using payment patterns in modelling recovery rates
Presenter(s): A. Matuszyk; A. Moore; L.C. Thomas
Year of presentation: 2011
Affiliate institution: University of Southampton; Warsaw School of Economics
Conference Papers
Models for drift-adaptive scoring
Presenter(s): Georg Krempl; Vera Hofer; Mads Krogh Nielsen; Troels Verge
Year of presentation: 2011
Affiliate institution: University of Graz; Danish Ministry of Taxation
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