Working Papers

Forecasting and Stress Testing Credit Card Default Using Dynamic Models

Year of publication: 2009

Author(s): Bellotti and Crook

Download

Working Papers

Loss Given Default models for UK retail credit cards

Year of publication: 2009

Author(s): Bellotti and Crook

Download

Working Papers

Modelling and estimating Loss Given Default for credit cards

Year of publication: 2008

Author(s): Bellotti and Crook

Download

Working Papers

Support vector machines for credit scoring and discovery of significant features

Year of publication: 2007

Author(s): Bellotti and Crook

Download

Working Papers

Does financial distress risk drive the momentum anomaly?

Year of publication: 2007

Author(s): Agarwal and Taffler

Download

Working Papers

Comparing the performance of market-based and accounting-based bankruptcy prediction models

Year of publication: 2007

Author(s): Agarwal and Taffler

Download

Working Papers

Credit Scoring With Macroeconomic Variables Using Survival Analysis

Year of publication: 2007

Author(s): Bellotti and Crook

Download

Working Papers

Merton models or credit scoring: modelling default of a small business

Year of publication: 2007

Author(s): Andreeva, Ansell and Lin

Download

Working Papers

Twenty-five years of the Taffler z-score model: does it really have predictive ability?

Year of publication: 2007

Author(s): Agarwal and Taffler

Download

Working Papers

Reject Inference, Augmentation, and Sample Selection

Year of publication: 2005

Author(s): Banasik and Crook

Download