Title Presenter(s) Year Affiliate Institution Paper
Event history analysis for debt collection portfolios Fanyin Zhou, Nick Heard, David Hand 2009 Imperial College London Download Paper (PDF)
Expert ranking in low default portfolio modelling Alistair Paulls, Michelle Greenidge 2009 Lloyds Banking Group Download Paper (PDF) / Download Presentation (PDF)
Forecasting customer behaviour in a multi-service financial organisation: a profitability perspective A. Audzeyeva, B. Summers, K.R. Schenk-Hoppé 2009 University of Leeds, National Australia Group Europe Download Paper (PDF) / Download Presentation (PDF)
From default rates to default matrices: an application to Brazilian consumer credit Ricardo Schechtman 2009 Central Bank of Brazil Download Paper (PDF)
How to evaluate credit scorecards – and why using the Gini coefficient has cost you money David J. Hand 2009 Imperial College London
Impacts of economic turbulence on commercial bureau scores Paul Orton 2009 Experian Decision Analytics Download Paper (PDF)
Investment decision in a new credit score system Gyorgy Varga 2009 FCE Consulting
Macroeconomic conditions in models of Loss Given Default for retail credit Tony Bellotti, Jonathan Crook 2009 The University of Edinburgh Download Paper (PDF)
Macroeconomic effects in US corporate defaults: aggregating real economy effects dynamically Dimitrios Papanastasiou, Jonathan Crook 2009 The University of Edinburgh
Markov chains in the dynamic control of credit consumer portfolios Lorenzo Quirini, Luigi Vannucci 2009 Consum.it, University of Florence Download Paper (PDF)
Measuring affordability at origination Ben Brooksby 2009 Experian Decision Analytics
Measuring the quality of credit scoring models Martin Řezáč, František Řezáč 2009 Masaryk University Download Paper (PDF) / Download Presentation (PDF)
Modelling bank loan LGD of corporate and SME segment Radovan Chalupka, Juraj Kopecsni 2009 Charles University Download Paper (PDF) / Download Presentation (PDF)
Modelling credit risk in portfolios of consumer loans: Transition Matrix models for consumer credit ratings Lyn Thomas, Madhur Malik 2009 University of Southampton
Modelling the interaction of portfolio performance with the economic cycle and its application T Hoffmann 2009 Informa Arvato Services

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