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

Download paper

Conference Papers

Systematic risk effects on consumer lending products

Presenter(s): Elizabeth Mays

Year of presentation: 2009

Affiliate institution: JPM Chase

Download paper

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

Download paper 1 Download paper 2

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

Download paper

Conference Papers

Corporate loan PD modelling using external data

Presenter(s): Dimitrios Papanastasiou; Kah Guan Mok

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

Download paper 1 Download paper 2

Conference Papers

Monitoring and maintaining credit bureau scores

Presenter(s): Chris Curtis

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

Download paper

Conference Papers

Construction of a rating based on a bankruptcy prediction model

Presenter(s): Małgorzata Wrzosek; Arkadiusz Ziemba

Year of presentation: 2009

Affiliate institution: StatConsulting Sp

Download paper 1 Download paper 2

Conference Papers

CIFAS data – a new source of data for use in fraud prevention models

Presenter(s): Sue Wishart

Year of presentation: 2009

Affiliate institution: CIFAS

Download paper

Conference Papers

The future of capital regulation of banks

Presenter(s): Robert Holman

Year of presentation: 2009

Affiliate institution: Czech National Bank

Download paper

Conference Papers

Modified logistic regression using the EM algorithm for reject inference

Presenter(s): Billie S. Anderson; J. Michael Hardin

Year of presentation: 2009

Affiliate institution: SAS Institute; The University of Alabama

Download paper 1 Download paper 2