Title Presenter(s) Year Affiliate Institution Paper
Competing risks survival model for mortgage loans with simulated loss distributions Mindy Leow, Christophe Mues, Lyn Thomas 2011 The University of Edinburgh, University of Southampton Download Paper (PDF)
Credit client classification: models using information from class boundaries and from cluster representatives Klaus B. Schebesch, Ralf Stecking 2011 Vasile Goldis Western University, Carl von Ossietzky University
Credit scoring and credit risk management – some regularly occurring challenges David Edelman 2011 ThreeCs Limited Download Paper (PDF)
Cross-tab weighting for retail and small-business scorecards in developing markets Dean Caire, Mark Schreiner 2011 DAI Europe, Microfinance Risk Management LLC
Data and variables in predictive modeling for application fraud Michiko I. Wolcott 2011 Equifax
Design of software tools for continuous characteristic analysis Ross Gayler 2011 Veda Download Paper (PDF)
Designing and teaching courses on credit scoring for postgraduate students Jonathan Crook 2011 The University of Edinburgh Download Paper (PDF)
Development of classification models from imbalanced datasets using mathematical programming John Glen, Konstantinos Falangis 2011 The University of Edinburgh Download Paper (PDF)
Do we need cut offs? Pricing for profit Helen McNab, Gerard Scallan 2011 ScorePlus Download Paper (PDF)
Economic impact grade migration modelling – to address pro-cyclicality in current risk management practice David Molyneaux, J J van Rensburg 2011 FICO
Effectively deploying analytics to support collections S. Connolly, P. Matthews, R. Pinch 2011 Euristix Ltd
Enhancing Basel method via conditional distributions that capture stronger connection among credit losses in downturns Fernando Moreira 2011 The University of Edinburgh Download Paper (PDF)
Enhancing profit measures of customer’s profitability in revolving retail credit Luis Javier Sánchez Barrios, Galina Andreeva, Jonathan Ansell 2011 The University of Edinburgh
Estimating effects of adjustable mortgage rate resets Sergey P. Trudolyubov, Joseph L. Breeden 2011 Strategic Analytics Inc
Estimating LGD on zero-default corporate portfolios: a market-implied approach R. Cairo 2011 CRIF

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