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

Download paper 1 Download paper 2

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

Download paper 1 Download paper 2

Conference Papers

The practicalities of scoring with continuous predictors

Presenter(s): Ross Gayler

Year of presentation: 2009

Affiliate institution: Veda

Download paper

Conference Papers

Effect of decision tree quality on tree-based optimization results

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

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

Download paper

Conference Papers

Improving PD and LGD models following the changes in the market

Presenter(s): Wemke van der Weij; Marcel den Hollander

Year of presentation: 2009

Affiliate institution: SNS REAAL

Download paper 1 Download paper 2

Conference Papers

Where did it all go wrong?

Presenter(s): D. Brough; J. Crook; D. Edelman; A. Lucas

Year of presentation: 2009

Affiliate institution: Caledonia Credit Consultancy; FSA; Rhino Risk; The University of Edinburgh

Discussion session

Discussion session

Conference Papers

Insights from Basel II: a practical view of models and their application

Presenter(s): Sara Scarborough

Year of presentation: 2009

Affiliate institution: SG Scarborough Ltd

Download paper

Conference Papers

Investment decision in a new credit score system

Presenter(s): Gyorgy Varga

Year of presentation: 2009

Affiliate institution: FCE Consulting

Download paper 1 Download paper 2

Conference Papers

Is the price right?

Presenter(s): Hsin-Vonn Seow; Lyn C. Thomsa; M.C. So

Year of presentation: 2009

Affiliate institution: Nottingham University Business School Malaysia; University of Southampton

Download paper

Conference Papers

A practical framework for credit risk stress testing

Presenter(s): David Martens; Tony van Gestel; Karlien Vanden Branden; Joachim Jacobs; Bart Baesens

Year of presentation: 2009

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

Download paper