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

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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

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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

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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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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

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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

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Conference Papers

Dynamic consumer risk models: an overview

Presenter(s): Jonathan Crook; Tony Bellotti

Year of presentation: 2008

Affiliate institution: The University of Edinburgh

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Conference Papers

Diversification benefit calculations for retail portfolios

Presenter(s): Joseph L. Breeden

Year of presentation: 2008

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Multi-collinearity of MEVs in risk modelling: using divergence weighted independence graphs

Presenter(s): Joe Whittaker

Year of presentation: 2008

Affiliate institution: Lancaster University

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