Conference Papers

The evolution of customer affordability determination in the South African market

Presenter(s): Thomas Maydon

Year of presentation: 2011

Affiliate institution: PIC Solutions

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Conference Papers

Development of classification models from imbalanced datasets using mathematical programming

Presenter(s): John Glen; Konstantinos Falangis

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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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

What seems right for all of us may not be right for any of us! Survival modelling with unobserved heterogeneity

Presenter(s): Mindy Leow; Jonathan Crook; Tony Bellotti

Year of presentation: 2011

Affiliate institution: The University of Edinburgh; Imperial College London

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Conference Papers

Management capability: is it possible to quantify for SME credit risk assessment?

Presenter(s): Yigui Ma; Jake Ansell; Galina Andreeva

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Unobserved heterogeneity and its effects on mortgage options

Presenter(s): Min Hwang; Raphael Kuznetsovski

Year of presentation: 2011

Affiliate institution: George Washington University

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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

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

Intensity models and transition probabilities for credit card loan delinquencies

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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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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