Conference Papers

Model of credit loss and its use in spread decisions

Presenter(s): João Fernando Serrajordia Rocha de Mello; Carlos Alberto de Bragança Pereira

Year of presentation: 2009

Affiliate institution: University of São Paulo

Download paper 1 Download paper 2

Conference Papers

Benchmarking state-of-the-art regression algorithms for Loss Given Default modelling

Presenter(s): Gert Loterman; Iain Brown; David Martens; Christophe Mues; Bart Baesens

Year of presentation: 2009

Affiliate institution: KU Leuven; University of Southampton; University College Ghent

Download paper

Conference Papers

Credit card pricing and impact of adverse selection

Presenter(s): Bo Huang; Lyn C. Thomas

Year of presentation: 2009

Affiliate institution: University of Southampton

Download paper 1 Download paper 2

Conference Papers

Macroeconomic conditions in models of Loss Given Default for retail credit

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

Download paper 1 Download paper 2

Conference Papers

Evaluating the effect of model quality in optimisation

Presenter(s): Dr Vladimir Fishman; Dr Anatoly Reynberg

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

Download paper

Conference Papers

Dynamic predictive credit scoring with multi-dimensional analysis of nearest neighbours

Presenter(s): Craig M. Allen; Cherry Allen-Driscoll

Year of presentation: 2009

Affiliate institution: Delphi Analytics LLC

Download paper 1 Download paper 2

Conference Papers

Developing a commercial credit risk rating model: case study of a petrochemical company

Presenter(s): Dennis W. Banks; Ali Ebrahimnejad

Year of presentation: 2009

Affiliate institution: Maastricht University

Download paper 1 Download paper 2

Conference Papers

Temporally adaptive classification in consumer banking applications

Presenter(s): Niall M. Adams; Christoforos Anagnostopoulos; Dimitris K. Tasoulis; Nicos Pavlidis; David J. Hand

Year of presentation: 2009

Affiliate institution: Imperial College London

Download paper

Conference Papers

Salford systems: data mining and predictive analytics for credit risk

Presenter(s): D Steinberg

Year of presentation: 2009

Affiliate institution: Salford Systems

Download paper

Conference Papers

Measuring the quality of credit scoring models

Presenter(s): Martin Řezáč; František Řezáč

Year of presentation: 2009

Affiliate institution: Masaryk University

Download paper 1 Download paper 2