Conference Papers

Accurate valuation and effective targeting of low response programmes using propensity score matching techniques

Presenter(s): Kevin Chisholm

Year of presentation: 2011

Affiliate institution: Capital One

Download paper

Conference Papers

Multi-period credit default prediction with time-varying covariates

Presenter(s): Walter Orth

Year of presentation: 2011

Affiliate institution: University of Cologne

Download paper 1 Download paper 2

Conference Papers

Competing risks in credit scoring using survival analysis and economical modelling

Presenter(s): Cristián Bravo; Lyn C. Thomas; Richard Weber

Year of presentation: 2011

Affiliate institution: Universidad de Chile; University of Southampton

Download paper

Conference Papers

The latest equality and anti-discrimination legal developments: implications for credit scoring

Presenter(s): Galina Andreeva

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

Download paper

Conference Papers

Predicting coupon effects on consumer buying behavior in absence of a control group

Presenter(s): Dr Gerald Fahner

Year of presentation: 2011

Affiliate institution: FICO

Download paper

Conference Papers

A framework for generating data to simulate application scoring

Presenter(s): Kenneth Kennedy; S. J. Delany; B. Mac Namee

Year of presentation: 2011

Affiliate institution: Dublin Institute of Technology

Download paper 1 Download paper 2

Conference Papers

Risk and reward in consumer credit

Presenter(s): Rob Stewart

Year of presentation: 2011

Affiliate institution: Federal Reserve Bank of Chicago

Download paper

Conference Papers

Predicting bank rating transitions using optimal competing risks survival analysis models

Presenter(s): Philippe Louis; Elisabeth Van Laere; Bart Baesens

Year of presentation: 2011

Affiliate institution: KU Leuven; NUS; Vlerick Management School; University of Southampton

Download paper 1 Download paper 2

Conference Papers

How wrong is your model? Conservatism, use and uncertainty

Presenter(s): Alan Forrest

Year of presentation: 2009

Affiliate institution: RBS Group

Download paper

Conference Papers

Modelling credit risk in portfolios of consumer loans: Transition Matrix models for consumer credit ratings

Presenter(s): Lyn Thomas; Madhur Malik

Year of presentation: 2009

Affiliate institution: University of Southampton

Download paper 1 Download paper 2