Conference Papers

Effect of positive credit bureau data in credit risk models

Presenter(s): Michiko I. Wolcott

Year of presentation: 2007

Affiliate institution: Equifax Predictive Sciences

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Conference Papers

Life after Basel: rethinking the feedback loop

Presenter(s): Gerard Scallan

Year of presentation: 2007

Affiliate institution: ScorePlus

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Conference Papers

A comparison between statistical and Data Mining methods for credit scoring in case of limited available data

Presenter(s): Hassan Sabzevari; Mehdi Soleymani; Eman Norbakhsh

Year of presentation: 2007

Affiliate institution: Karafarin Bank; Shahid Beheshti University

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Conference Papers

Comparison of reject inference techniques using a simulation study

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

Year of presentation: 2007

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Conference Papers

Quantitative validation: an overview and framework for PD backtesting and benchmarking

Presenter(s): Gerd Castermans; David Martens; Tony Van Gestel; Bart Hamers; Bart Baesens

Year of presentation: 2007

Affiliate institution: Dexia Group; KU Leuven; University of Southampton

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Conference Papers

Responsible lending – what’s the score?

Presenter(s): George Wilkinson

Year of presentation: 2007

Affiliate institution: George Wilkinson Associates

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Conference Papers

Estimating Loss Given Default

Presenter(s): J. Crook; T. Bellotti; G. Andreeva; J. Ansell

Year of presentation: 2007

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Conference Papers

Basel compliant modelling with little or no data

Presenter(s): Alan Lucas

Year of presentation: 2007

Affiliate institution: Rhino Risk Ltd

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Conference Papers

Incorporating stochastic dominance constraints in credit scoring methodology – models and experimental results

Presenter(s): Debashish Sarkar

Year of presentation: 2007

Affiliate institution: CIT

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Conference Papers

Using Monte Carlo simulation to investigate the link between changes in bad debt as a result of changes in credit scorecard performance as measured by the Gini coefficient

Presenter(s): Chris Sykes

Year of presentation: 2007

Affiliate institution: Royal Bank of Scotland

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