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

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

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

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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

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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

Predicting strategic defaults on US mortgage portfolios

Presenter(s): Neill Crossley

Year of presentation: 2011

Affiliate institution: FICO

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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

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Conference Papers

Low default modelling: a comparison of techniques based on a real Brazilian corporate portfolio

Presenter(s): Guilherme Fernandes; Carlos A. Rocha

Year of presentation: 2011

Affiliate institution: Serasa Experian

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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

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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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