Conference Papers

A new model to measure the creditworthiness of borrowers in fixed term loans and revolving financial products

Presenter(s): Lorenzo Quirini

Year of presentation: 2007

Affiliate institution: Consum.it

Download paper 1 Download paper 2

Conference Papers

Predicting recovery rates for defaulting credit card debt

Presenter(s): Angela Jezewska

Year of presentation: 2007

Affiliate institution: University of Southampton

Download paper 1 Download paper 2

Conference Papers

Basel II – a view from the other side

Presenter(s): Derek Spence

Year of presentation: 2007

Affiliate institution: Alliance & Leicester Plc

Download paper

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

Download paper 1 Download paper 2

Conference Papers

Making affordability models work for you!

Presenter(s): Eva Neves; Denis D. Dell

Year of presentation: 2007

Affiliate institution: PIC Solutions

Download paper 1 Download paper 2

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.

Download paper

Conference Papers

Measuring confidence levels in the predictions of credit risk models

Presenter(s): Mark Stirling; Paul Robinson

Year of presentation: 2007

Affiliate institution: Paragon Business Solutions Ltd

Download paper 1 Download paper 2

Conference Papers

Application fraud detection models

Presenter(s): Adrian Paine

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

Download paper

Conference Papers

Are historically based default and recovery models in the high yield and distressed debt markets still relevant for investment funds in today’s credit environment?

Presenter(s): Edward L. Altman

Year of presentation: 2007

Affiliate institution: Stern School of Business

Download paper

Conference Papers

Segmentation, probability of default and Basel II capital measures for credit card portfolios

Presenter(s): Dennis Ash; Shannon Kelly; William W. Lang; William Nayda; Haining Yin

Year of presentation: 2007

Affiliate institution: Federal Reserve Bank of Philadelphia; HSBC; Capital One Corporation

Download paper 1 Download paper 2 Download paper 3