Conference Papers

From default rates to default matrices: an application to Brazilian consumer credit

Presenter(s): Ricardo Schechtman

Year of presentation: 2009

Affiliate institution: Central Bank of Brazil

Download paper

Conference Papers

This house believes…that credit scoring methods and applications are stuck in the 1980s

Presenter(s): Jon Hinder; Gillian Groom

Year of presentation: 2009

Affiliate institution: Rhino Risk; Southampton University

Download paper 1 Download paper 2

Conference Papers

Forward-looking odds: incorporating economics into credit scoring

Presenter(s): G. Sullivan

Year of presentation: 2009

Affiliate institution: FICO

Conference Papers

Scoring models for collections & debt recovery

Presenter(s): Iain Deuchars

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

Download paper

Conference Papers

Moving from rankings to ratings

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

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc

Download paper 1 Download paper 2

Conference Papers

Quantum mechanics framework to minimize the lack of stationary properties in Markov like credit risk models

Presenter(s): João Pires da Cruz; João Periquito Jarego; André Correia dos Santos

Year of presentation: 2009

Affiliate institution: Closer; Lloyds Banking Group

Download paper 1 Download paper 2

Conference Papers

LGD modelling for mortgage loans

Presenter(s): Mindy Leow; Dr Christophe Mues; Prof Lyn Thomas

Year of presentation: 2009

Affiliate institution: University of Southampton

Download paper

Conference Papers

Modelling the interaction of portfolio performance with the economic cycle and its application

Presenter(s): T Hoffmann

Year of presentation: 2009

Affiliate institution: Informa Arvato Services

Download paper

Conference Papers

Asset correlations for credit card defaults

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

Download paper 1 Download paper 2

Conference Papers

Predictive sequential debt collection management with z-similarities

Presenter(s): Adam Brentnall; Martin Crowder; David Hand

Year of presentation: 2009

Affiliate institution: Queen Mary University of London; Imperial College London

Download paper