Conference Papers

VaR for low default portfolios based on a single factor hazard model

Presenter(s): Joe Whittaker; Zhen Liu; Mark Somers

Year of presentation: 2007

Affiliate institution: Lancaster University

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Conference Papers

Optimizing the price of consumer credit

Presenter(s): Robert Phillips

Year of presentation: 2007

Affiliate institution: Nomis Solutions

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Conference Papers

A comparative study of two different credit models

Presenter(s): Eric D. Olson; Billie Anderson; J. Michael Hardin

Year of presentation: 2007

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Conference Papers

Product selection in the presence of selectivity bias

Presenter(s): I-Ding Wu; David J. Hand

Year of presentation: 2007

Affiliate institution: Imperial College London

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Conference Papers

A statistical model for the temporal pattern of individual ATM withdrawals

Presenter(s): Adam Brentnall; Martin Crowder; David Hand

Year of presentation: 2007

Affiliate institution: Imperial College London

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Conference Papers

Modelling credit risk of portfolio of consumer loans

Presenter(s): Madhur Malik; Lyn Thomas

Year of presentation: 2007

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Conference Papers

Credit scoring and credit control – coming of age

Presenter(s): David B. Edelman

Year of presentation: 2007

Affiliate institution: Caledonia Credit Consultancy

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Conference Papers

Analytical approaches for exposure management strategies

Presenter(s): John Worthington

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Support vector machines for credit scoring and discovery of significant features

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Attaining sharper pricing-for-risk in the UK sub-prime mortgage market

Presenter(s): Dr Maurice Joseph

Year of presentation: 2007

Affiliate institution: Kensington Mortgages

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