Title Presenter(s) Year Affiliate Institution Paper
Forecasting and stress testing credit card default using dynamic models Dr Tony Bellotti 2011 Professor Jonathan Crook
Foreclosure’s wake: the credit experiences of individuals following foreclosure Kenneth Brevoort, Cheryl R. Cooper 2011 Federal Reserve Board
Forward looking analytics: using macroeconomic aggregates to strengthen rating systems Davide Capuzzo 2011 CRIF
Improving long run model performance using deviance statistics Matt Goward 2011 Lloyds Banking Group Download Paper (PDF)
Intensity models and transition probabilities for credit card loan delinquencies Mindy Leow, Jonathan Crook 2011 The University of Edinburgh Download Paper (PDF)
IRB modelling: where are we four years down the line? Rebecca Lucas 2011 Financial Services Authority
Legally Scored Wen Li Chan, Hsin-Vonn Seow 2011 Nottingham University Business School Malaysia
Low default modelling: a comparison of techniques based on a real Brazilian corporate portfolio Guilherme Fernandes, Carlos A. Rocha 2011 Serasa Experian
M2N: Optimal collateral to credit allocation Dr Massimo Cutaia 2011 Credit Suisse AG Download Paper (PDF)
Macroeconomic adverse selection: how consumer demand drives credit quality Joseph L. Breeden 2011 Strategic Analytics Inc
Management capability: is it possible to quantify for SME credit risk assessment? Yigui Ma, Jake Ansell, Galina Andreeva 2011 The University of Edinburgh Download Paper (PDF)
Managing model risk in practice Alan Forrest 2011 RBS Group
Markov-chain based credit control for subscribers to mobile communication services Falk Wagner 2011 Johann Wolfgang Goethe University Download Paper (PDF)
Measuring credit losses: IFRS 9 Mark Somers 2011 Lloyds Banking Group
Measuring loss given default for unsecured retail portfolios Sarah Scarborough 2011 SG Scarborough Ltd Download Paper (PDF)

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