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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Conference Papers

Solving mixed integer formulation of the KS maximization problem – dual based methods and results from practical problems

Presenter(s): Debashish Sarkar

Year of presentation: 2005

Affiliate institution: CIT

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Conference Papers

Incorporating macroeconomic dynamics into credit risk models: a practical approach

Presenter(s): Dr Fabiano Vergari

Year of presentation: 2005

Affiliate institution: Experian-Scorex

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Conference Papers

Bayesian updating of generic scoring models

Presenter(s): Arkadiusz Ziemba

Year of presentation: 2005

Affiliate institution: StatConsulting Ltd

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Conference Papers

Scorecard calibration – MAPA mapping

Presenter(s): Raymond Anderson

Year of presentation: 2005

Affiliate institution: Standard Bank of South Africa

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Conference Papers

Credit scoring as a strategic management tool

Presenter(s): David B. Edelman

Year of presentation: 2005

Affiliate institution: Caledonia Credit Consultancy

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Conference Papers

Automatic modelling of credit risk through internal ratings: an application of advanced statistical models and machine learning techniques

Presenter(s): Raquel Flórez-López

Year of presentation: 2005

Affiliate institution: University of León

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Conference Papers

A dynamic hazard rate approach to loan loss distributions

Presenter(s): William R.M. Perraudin

Year of presentation: 2005

Affiliate institution: Imperial College London

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Conference Papers

Explaining aggregate consumer delinquency behaviour over time

Presenter(s): Jonathan Crook; John Banasik

Year of presentation: 2005

Affiliate institution: The University of Edinburgh

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