Conference Papers

Applications of soft clustering in fraud and credit risk modeling

Presenter(s): Vijay S. Desai

Year of presentation: 2007

Affiliate institution: SAS Institute Inc.

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Conference Papers

Unsecured personal loans and credit insurance – the risk implications

Presenter(s): George Wilkinson

Year of presentation: 2007

Affiliate institution: GWA

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Conference Papers

Credit risk scorecard design, validation and user acceptance – a lesson for modellers and risk managers

Presenter(s): Edward Huang; Christopher Scott

Year of presentation: 2007

Affiliate institution: HBOS Bank

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Conference Papers

Predicting default of a small business using different definitions of financial distress

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

Analytics in the sub-prime mortgage industry

Presenter(s): Steve Smith

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Cyclical adjustment of point-in-time (PIT) PD

Presenter(s): Sigurdur Ingolfsson; Bjarki Thor Elvarsson

Year of presentation: 2007

Affiliate institution: Riskmanagement Ltd; Glitnir Bank

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Conference Papers

Basel 2: FSA view on long-run PDs, variable scalars and stress testing

Presenter(s): Dickon Brough

Year of presentation: 2007

Affiliate institution: Financial Services Authority

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Conference Papers

Monitoring and forecasting trends in the UK credit industry

Presenter(s): John Oxley

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Risk modeling and model risk – the IRBA case

Presenter(s): G. Stahl; E. Nill; B. Siehl; J. Wilsberg

Year of presentation: 2007

Affiliate institution: BaFin, Bonn

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Conference Papers

Detecting outliers in credit scoring using logistic regression

Presenter(s): T. de la Rey; J.H. Venter

Year of presentation: 2007

Affiliate institution: North-West University

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