Title Presenter(s) Year Affiliate Institution Paper
A through-the-cycle model for retail lending economic capital Joseph L. Breeden, Robert Parker, Carsten Steinebach 2009 Strategic Analytics Inc
A flexible generalized link function for credit scoring André de Waal, Tiny du Toit, Tanja de la Rey 2009 North-West University
A dynamic theory of the credit union Geoffrey Rubin, George Overstreet, Peter Beling, Kanshukan Rajaratnam 2009 University of Virginia
Stress testing: a regulator’s view Dickon Brough 2008 Financial Services Authority Download Paper (PDF)
Stress testing credit risk parameters Daniel Rösch, Harald Scheule 2008 Leibniz Universität Hannover, The University of Melbourne Download Paper (PDF)
Multi-collinearity of MEVs in risk modelling: using divergence weighted independence graphs Joe Whittaker 2008 Lancaster University Download Paper (PDF)
Dynamic consumer risk models: an overview Jonathan Crook, Tony Bellotti 2008 The University of Edinburgh Download Paper (PDF)
Diversification benefit calculations for retail portfolios Joseph L. Breeden 2008 Strategic Analytics Inc Download Paper (PDF)
Customer lifetime value modelling Alan Lucas 2008 Rhino Risk Ltd Download Paper (PDF)
When scoring doesn’t work Kate Sharman 2007 Alliance & Leicester Plc
VaR for low default portfolios based on a single factor hazard model Joe Whittaker, Zhen Liu, Mark Somers 2007 Lancaster University Download Abstract (PDF)
Unsecured personal loans and credit insurance – the risk implications George Wilkinson 2007 GWA Download Paper (PDF)
The age of reason: financial decisions over the lifecycle Sumit Agarwal, John C. Driscoll, Xavier Gabaix, David Laibson 2007 Federal Reserve Board, MIT, Princeton, NBER, Harvard University
The adoption of small business credit scoring by smaller and smaller banks and the attendant effects on credit availability Allen N. Berger, Adrian M. Cowan, W. Scott Frame 2007 Wharton Financial Institutions Center, St Mary's University, Federal Reserve Bank of Atlanta
Support vector machines for credit scoring and discovery of significant features Tony Bellotti, Jonathan Crook 2007 The University of Edinburgh Download Abstract (PDF)

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