Conference Papers

Non-linearity of scorecard log-odds

Presenter(s): Ross A. McDonald; Keith D. Smith; Matthew J. Sturgess; Edward X. M. Huang

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

The moral hazard problem of the consumer debt negotiation mechanism during the credit card crisis in Taiwan

Presenter(s): Ching-Fan Chung; Bo-Chih Lai; Mei-Ching Wen

Year of presentation: 2009

Affiliate institution: National Tsing Hua University; Joint Credit Information Center

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Conference Papers

Expert ranking in low default portfolio modelling

Presenter(s): Alistair Paulls; Michelle Greenidge

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

On one method of estimating the a priori bad rate for the accurate calibration of the credit scoring models

Presenter(s): Nikolay Filipenkov

Year of presentation: 2009

Affiliate institution: Bank of Moscow

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Conference Papers

Estimating stressed PD to bank losses with a model of behavioural and socioeconomic variables: the case of Greece

Presenter(s): Pagonas Konstantinos; Tarnaras Panayiotis; Kororou Laskarina; Georgiou Kleitos

Year of presentation: 2009

Affiliate institution: Piraeus Bank

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Conference Papers

Monitoring relationship between score and odds in a propensity scorecard

Presenter(s): Katarzyna Bijak

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Markov chains in the dynamic control of credit consumer portfolios

Presenter(s): Lorenzo Quirini; Luigi Vannucci

Year of presentation: 2009

Affiliate institution: Consum.it; University of Florence

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Conference Papers

Collections policy comparison in LGD modelling

Presenter(s): L.C. Thomas; A. Matuszyk; A. Moore

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Estimating causal effects of credit decisions using propensity score methodologies

Presenter(s): Dr Gerald Fahner

Year of presentation: 2009

Affiliate institution: FICO

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Conference Papers

Forecasting customer behaviour in a multi-service financial organisation: a profitability perspective

Presenter(s): A. Audzeyeva; B. Summers; K.R. Schenk-Hoppé

Year of presentation: 2009

Affiliate institution: University of Leeds; National Australia Group Europe

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