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Title | Presenter(s) | Year | Affiliate Institution | Paper |
---|---|---|---|---|
Modelling credit grade migration in large portfolios | Jon Forster | 2013 | Lloyds Banking Group, University of St Andrews | Download Paper (PDF) |
Modelling cross-border bank contagion using Marshall-Olkin copula | Silvia Angela Osmetti, Raffaella Calabrese | 2013 | Università Cattolica del Sacro Cuore, University of Milano-Bicocca | |
Modelling the collections policy | Mee Chi So, Adiel T. De Almeida Filho, Christophe Mues, Lyn Thomas | 2013 | University of Southampton, Federal University of Pernambuco | Download Paper (PDF) |
Modelling the profitability of credit cards for different types of behaviour with panel data | Denys Osipenko, Jonathan Crook | 2013 | The University of Edinburgh | Download Paper (PDF) |
New decision management concepts: disciplined management of models and strategies | Neill Crossley, Eric Wells | 2013 | FICO | Download Paper (PDF) |
Non-linear cyclical effects in credit rating migrations: a Markov switching continuous time framework | Dimitrios Papanastasiou, Jonathan Crook | 2013 | The University of Edinburgh, Bank of England | Download Paper (PDF) |
Optimisation in credit: where can optimisation help you make better decisions and boost profitability | Martin Benson | 2013 | Jaywing | |
Our journey towards an embedded customer level score | Ruth Starkey, Angela Ambler, Cornel Schalkwyk | 2013 | Lloyds Banking Group | Download Paper (PDF) |
Practical considerations for paired data analysis in customer response programmes | David Robinson | 2013 | Capital One | Download Paper (PDF) |
Pre-collections preventing payment problems for residential mortgages | Marcel den Hollander | 2013 | Achmea Bank | |
Predicting loss given default: an extension of single factor model | Xiao Yao, Jonathan Crook, Galina Andreeva | 2013 | The University of Edinburgh | |
Prediction errors in credit loss forecasting models based on macroeconomic data | Eric McVittie | 2013 | Experian | |
Re-thinking economic risks to retail portfolios | Eric McVittie | 2013 | Experian | Download Paper (PDF) |
Reject inference with nested conditional models based on joint risk and fraud scores | Ross Gayler | 2013 | Veda | Download Paper (PDF) |
Risk tools and algorithms | Maurice Joseph | 2013 | Commonwealth Bank | Download Paper (PDF) |