Conference Papers

Dynamic model for behavioural scoring

Presenter(s): Arkadiusz Ziemba; Piotr Markowski; Wojciech Latusek

Year of presentation: 2007

Affiliate institution: StatConsulting Sp.; Polkomtel S.A.

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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

Merton models or credit scoring: modelling default of a small business

Presenter(s): S.-M. Lin; J. Ansell; G. Andreeva

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Acceptance and profit modelling

Presenter(s): P. Ma; J. Crook; J. Ansell

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

Basel II – a view from the other side

Presenter(s): Derek Spence

Year of presentation: 2007

Affiliate institution: Alliance & Leicester Plc

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Conference Papers

The age of reason: financial decisions over the lifecycle

Presenter(s): Sumit Agarwal; John C. Driscoll; Xavier Gabaix; David Laibson

Year of presentation: 2007

Affiliate institution: Federal Reserve Board; MIT; Princeton; NBER; Harvard University

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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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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

Neural net credit scoring models for Egyptian banks: an evaluation of consumer loans

Presenter(s): Hussein Abdou; John Pointon; Ahmed El-Masry

Year of presentation: 2007

Affiliate institution: University of Plymouth

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