Title Presenter(s) Year Affiliate Institution Paper
A two-stage approach corrects a fundamental bias in secured loan LGD modelling Dr Hendrik Wagner 2013 RiskParameters.eu Download Paper (PDF)
A stochastic Markov model for predicting cash recoveries on a defaulted retail bank portfolio David Brown 2013 Hyman Robertson LLP
A shift adapted binary classification rule in the presence of label delay with an application to credit scoring Vera Hofer 2013 University of Graz Download Paper (PDF)
A multi-objective decision framework for credit portfolio management Juan C. Moreno-Paredes, Christophe Mues, Lyn Thomas 2013 University of Southampton
A mean-reverting model to create macroeconomic scenarios for credit risk models Joseph L. Breeden 2013 Prescient Models
Using social network analysis techniques in the credit process Matthew O'Kane 2011 Detica NetReveal Download Paper (PDF)
Using payment patterns in modelling recovery rates A. Matuszyk, A. Moore, L.C. Thomas 2011 University of Southampton, Warsaw School of Economics Download Paper (PDF)
Unobserved heterogeneity and its effects on mortgage options Min Hwang, Raphael Kuznetsovski 2011 George Washington University
UK credit card loss forecasting using Markov chain models Dan Kellett 2011 Capital One Download Paper (PDF)
The latest equality and anti-discrimination legal developments: implications for credit scoring Galina Andreeva 2011 The University of Edinburgh Download Paper (PDF)
The impact of Basel accords on the lender’s profitability under different pricing decisions Bo Huang, Lyn C. Thomas 2011 University of Southampton
The evolution of customer affordability determination in the South African market Thomas Maydon 2011 PIC Solutions Download Paper (PDF)
The effects of health shocks on debt holdings by older American households Jonathan Crook, Stefan Hochguertel 2011 The University of Edinburgh
Survival analysis workflow: assessing the impact of macroeconomic shocks on credit portfolios and predicting the time of default Anupam Saha, N. Siddiqi 2011 SAS
Study on the determination of the optimum credit card limit Yonho Song 2011 Korea Credit Bureau

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