Conference Papers

Measuring the discrimination quality of suites of scorecards: ROCS, Ginis, Bounds and Segmentation

Presenter(s): Lyn Thomas

Year of presentation: 2007

Affiliate institution: University of Southampton

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Conference Papers

Responses to profit

Presenter(s): Hsin-Vonn Seow; Lyn C. Thomas

Year of presentation: 2007

Affiliate institution: University of Nottingham-Malaysia Campus; University of Southampton

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Conference Papers

Does credit scoring produce a disparate impact?

Presenter(s): Robert B. Avery; Kenneth P. Brevoort; Glenn Canner

Year of presentation: 2007

Affiliate institution: Board of Governors of the Federal Reserve System

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Conference Papers

Monte Carlo scenario generation for retail loan portfolios

Presenter(s): Joseph L. Breeden; David Ingram

Year of presentation: 2007

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Consumer insolvency in the UK

Presenter(s): Dr Paul Russell

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Credit scoring with macroeconomic variables

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Estimation of default probabilities using incomplete contracts data

Presenter(s): J.M.C. Santos Silva; J.M.R. Murteira

Year of presentation: 2007

Affiliate institution: University of Essex; Universidade de Coimbra; CEMAPRE

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Conference Papers

Customer default and prepayment: incorporating macroeconomic conditions

Presenter(s): Ellen Brock; Ramasubramanian Sundararajan; Tarun Bhaskar

Year of presentation: 2007

Affiliate institution: General Electric

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Conference Papers

Building efficient portfolios using multiple scorecards

Presenter(s): Peter Beling; Kanshukan Rajaratnam; George Overstreet

Year of presentation: 2007

Affiliate institution: University of Virginia

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Conference Papers

Credit risk assessment: frameworks for enterprise-credit

Presenter(s): Raymond R.A. Anderson

Year of presentation: 2007

Affiliate institution: Standard Bank Group

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