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

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

Use of macro-economic factors in credit scoring – application to point in time risk evaluation of SMEs

Presenter(s): Fabio Wendling Muniz de Andrade; Ricardo Gonçalves da Silva

Year of presentation: 2007

Affiliate institution: Serasa S.A.

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Conference Papers

Measuring confidence levels in the predictions of credit risk models

Presenter(s): Mark Stirling; Paul Robinson

Year of presentation: 2007

Affiliate institution: Paragon Business Solutions Ltd

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Conference Papers

Application fraud detection models

Presenter(s): Adrian Paine

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Are historically based default and recovery models in the high yield and distressed debt markets still relevant for investment funds in today’s credit environment?

Presenter(s): Edward L. Altman

Year of presentation: 2007

Affiliate institution: Stern School of Business

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Conference Papers

Segmentation, probability of default and Basel II capital measures for credit card portfolios

Presenter(s): Dennis Ash; Shannon Kelly; William W. Lang; William Nayda; Haining Yin

Year of presentation: 2007

Affiliate institution: Federal Reserve Bank of Philadelphia; HSBC; Capital One Corporation

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Conference Papers

When scoring doesn’t work

Presenter(s): Kate Sharman

Year of presentation: 2007

Affiliate institution: Alliance & Leicester Plc

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Conference Papers

Manufacturing scorecards, manufacturing scores: a history of Fair, Isaac and Company Incorporated

Presenter(s): Marthan Poon

Year of presentation: 2007

Affiliate institution: University of California San Diego; Paris School of Mines

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