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

Download paper

Conference Papers

Global commercial risk scores

Presenter(s): Paul Orton

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

Download paper 1 Download paper 2

Conference Papers

Elliptical predictors in logistic regression

Presenter(s): Will Potts

Year of presentation: 2007

Affiliate institution: Capital One

Download paper 1 Download paper 2

Conference Papers

The adoption of small business credit scoring by smaller and smaller banks and the attendant effects on credit availability

Presenter(s): Allen N. Berger; Adrian M. Cowan; W. Scott Frame

Year of presentation: 2007

Affiliate institution: Wharton Financial Institutions Center; St Mary's University; Federal Reserve Bank of Atlanta

Download paper

Conference Papers

A methodology for estimating credit ratings and the cost of debt for business units and privately held companies

Presenter(s): Andrea M. A. F. Minardi; Antonio Zoratto Sanvicente; Rinaldo Artes

Year of presentation: 2007

Affiliate institution: Ibmec São Paulo

Download paper 1 Download paper 2

Conference Papers

VaR for low default portfolios based on a single factor hazard model

Presenter(s): Joe Whittaker; Zhen Liu; Mark Somers

Year of presentation: 2007

Affiliate institution: Lancaster University

Download paper

Conference Papers

Optimizing the price of consumer credit

Presenter(s): Robert Phillips

Year of presentation: 2007

Affiliate institution: Nomis Solutions

Download paper 1 Download paper 2

Conference Papers

A comparative study of two different credit models

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

Year of presentation: 2007

Download paper

Conference Papers

Product selection in the presence of selectivity bias

Presenter(s): I-Ding Wu; David J. Hand

Year of presentation: 2007

Affiliate institution: Imperial College London

Download paper 1 Download paper 2

Conference Papers

A statistical model for the temporal pattern of individual ATM withdrawals

Presenter(s): Adam Brentnall; Martin Crowder; David Hand

Year of presentation: 2007

Affiliate institution: Imperial College London

Download paper 1 Download paper 2