Conference Papers

Non-Linearity and Asymmetry of Economic Effects on Portfolio Losses

Presenter(s): Sonia Caverzan

Year of presentation: 2019

Affiliate institution: Jaywing

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Conference Papers

Do Non-Bank SME Lenders Require Alternative Stress Testing Methodologies?

Presenter(s): Galina Andreeva; Gabriele Sabato

Year of presentation: 2019

Affiliate institution: The University of Edinburgh; Wiserfunding

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Conference Papers

Stress Testing Evaluating Different Approaches for Modelling Credit Portfolios Performance

Presenter(s): Frederico Barros Diniz

Year of presentation: 2019

Affiliate institution: FICO

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Conference Papers

Towards Understanding and Predicting Distributional Changes

Presenter(s): Georg Krempl; Dominik Lang; Kasia Bijak; Vera Hofer

Year of presentation: 2019

Affiliate institution: Utrecht University; Magdeburg University; University of Southampton Business School; Karl-Franzens-University Graz

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Conference Papers

Analysing Prepayment and Default Under Changing Credit Market Conditions for SMEs by Applying Advanced Analytics on Credit Bureau Data

Presenter(s): Enrico Bagli; Lorenzo Quirini; Luigi Vannucci; Davide Capuzzo; Alessandro Poluzzi

Year of presentation: 2019

Affiliate institution: CRIF S.p.A.; Consum.it - Monte dei Paschi di Siena Group; Università degli Studi di Firenze

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Conference Papers

Credit Scoring Model Based on Group Feature Selection: The Case of Chinese Small-Sized Manufacturing Enterprises

Presenter(s): Zhipeng Zhang; Guotai Chi; Sisira Colombage

Year of presentation: 2019

Affiliate institution: Dalian University of Technology; Federation University Australia

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Conference Papers

Scorecal—Empirical Score Calibration Under the Microscope

Presenter(s): Ross Gayler

Year of presentation: 2019

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Conference Papers

Self-Calibrating Models: Recent Advances in Understanding Normal Behaviour to Identify Anomalies and Improve Customer Outcomes

Presenter(s): Ishita Asija

Year of presentation: 2019

Affiliate institution: FICO

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Conference Papers

Direct Estimation of the Survival Function for Credit Default Using Nested Time Intervals

Presenter(s): Jeff Dugger; Michael McBurnett

Year of presentation: 2019

Affiliate institution: Equifax

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Conference Papers

Joint Model for Longitudinal and Survival Data: An Approach in Credit Risk Analysis

Presenter(s): Victor Medina; Raffaella Calabrese; Jonathan Crook

Year of presentation: 2019

Affiliate institution: The University of Edinburgh

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