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

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

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Conference Papers

Application fraud detection models

Presenter(s): Adrian Paine

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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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

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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

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Conference Papers

Rating properties and their implications for Basel II-capital

Presenter(s): Dr Robert Rauhmeier; Dr Harald Scheule

Year of presentation: 2005

Affiliate institution: KfW-Bankengruppe; RISConsulting LLC

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Conference Papers

Modelling default and purchase propensity in application to predict profit for revolving credit

Presenter(s): G. Andreeva; J. Ansell; J.N. Crook

Year of presentation: 2005

Affiliate institution: The University of Edinburgh

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Conference Papers

A credit risk model for consumer loans portfolios

Presenter(s): Fabio Wendling Muniz de Andrade; Abraham Laredo Sicsú

Year of presentation: 2005

Affiliate institution: EAESP-FGV/SERASA

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Conference Papers

Low default portfolios – theory and practice

Presenter(s): Dr Alan Forrest

Year of presentation: 2005

Affiliate institution: Dunfermline Building Society

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Conference Papers

Credit limit optimization (CLO) for credit cards

Presenter(s): Vijay S. Desai

Year of presentation: 2005

Affiliate institution: SAS Institute Inc.

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