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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Conference Papers

A dynamic theory of the credit union

Presenter(s): Geoffrey Rubin; George Overstreet; Peter Beling; Kanshukan Rajaratnam

Year of presentation: 2009

Affiliate institution: University of Virginia

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Conference Papers

A through-the-cycle model for retail lending economic capital

Presenter(s): Joseph L. Breeden; Robert Parker; Carsten Steinebach

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Assessing the use of indeterminates for scorecard model development

Presenter(s): James Tebboth; Manoel Gadi

Year of presentation: 2009

Affiliate institution: Santander Analytics

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Conference Papers

Systematic risk effects on consumer lending products

Presenter(s): Elizabeth Mays

Year of presentation: 2009

Affiliate institution: JPM Chase

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Conference Papers

The past as prologue: lessons learned from the crisis in mortgage-backed structured securities

Presenter(s): Erik Heitfield

Year of presentation: 2009

Affiliate institution: Federal Reserve Board

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Conference Papers

What do we know about banks’ securitisation? The Spanish experience

Presenter(s): Clara Cardone-Riportella; Reyes Samaniego-Medina; Antonio Trujillo-Ponce

Year of presentation: 2009

Affiliate institution: Universidad Carlos III de Madrid

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