Conference Papers

Asset correlations for credit card defaults

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

Scoring models for collections & debt recovery

Presenter(s): Iain Deuchars

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

A flexible generalized link function for credit scoring

Presenter(s): André de Waal; Tiny du Toit; Tanja de la Rey

Year of presentation: 2009

Affiliate institution: North-West University

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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

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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

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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

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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

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Conference Papers

Theory and empirical evidence for price-driven adverse selection in consumer lending

Presenter(s): Robert Phillips; Robin Raffard

Year of presentation: 2009

Affiliate institution: Columbia University Graduate School of Business; Nomis Solutions

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Conference Papers

Developing optimal lending strategies in practice

Presenter(s): John Oxley

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Investment decision in a new credit score system

Presenter(s): Gyorgy Varga

Year of presentation: 2009

Affiliate institution: FCE Consulting

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