Conference Papers

Benchmarking state-of-the-art regression algorithms for Loss Given Default modelling

Presenter(s): Gert Loterman; Iain Brown; David Martens; Christophe Mues; Bart Baesens

Year of presentation: 2009

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

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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

Stress testing credit risk parameters

Presenter(s): Daniel Rösch and Harald Scheule

Year of presentation: 2008

Affiliate institution: Leibniz Universität Hannover; The University of Melbourne

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Conference Papers

Customer lifetime value modelling

Presenter(s): Alan Lucas

Year of presentation: 2008

Affiliate institution: Rhino Risk Ltd

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Conference Papers

Stress testing: a regulator’s view

Presenter(s): Dickon Brough

Year of presentation: 2008

Affiliate institution: Financial Services Authority

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