Title Presenter(s) Year Affiliate Institution Paper
Analytics in the sub-prime mortgage industry Steve Smith 2007 Experian Decision Analytics smith-sub-prime-mortgage.pdf
Applications of soft clustering in fraud and credit risk modeling Vijay S. Desai 2007 SAS Institute Inc. Download Abstract (PDF) / Download Paper (PDF)
Are historically based default and recovery models in the high yield and distressed debt markets still relevant for investment funds in today’s credit environment? Edward L. Altman 2007 Stern School of Business
Attaining sharper pricing-for-risk in the UK sub-prime mortgage market Dr Maurice Joseph 2007 Kensington Mortgages Download Paper (PDF) / Download Presentation (PDF)
Basel 2: FSA view on long-run PDs, variable scalars and stress testing Dickon Brough 2007 Financial Services Authority Download Presentation (PDF)
Basel compliant modelling with little or no data Alan Lucas 2007 Rhino Risk Ltd Download Abstract (PDF) / Download Paper (PDF) / Download Presentation (PDF)
Basel II – a view from the other side Derek Spence 2007 Alliance & Leicester Plc
Building efficient portfolios using multiple scorecards Peter Beling, Kanshukan Rajaratnam, George Overstreet 2007 University of Virginia Download Abstract (PDF) / Download Paper (PDF)
Comparison of reject inference techniques using a simulation study Billie Anderson, Mike Hardin, Eric D. Olson 2007 Download Abstract (PDF)
Consumer insolvency in the UK Dr Paul Russell 2007 Experian Decision Analytics Download Abstract (PDF)
Credit risk assessment: frameworks for enterprise-credit Raymond R.A. Anderson 2007 Standard Bank Group
Credit risk scorecard design, validation and user acceptance – a lesson for modellers and risk managers Edward Huang, Christopher Scott 2007 HBOS Bank Download Paper (PDF)
Credit scoring with macroeconomic variables Tony Bellotti, Jonathan Crook 2007 The University of Edinburgh Download Abstract (PDF)
Customer default and prepayment: incorporating macroeconomic conditions Ellen Brock, Ramasubramanian Sundararajan, Tarun Bhaskar 2007 General Electric Download Abstract (PDF)
Cyclical adjustment of point-in-time (PIT) PD Sigurdur Ingolfsson, Bjarki Thor Elvarsson 2007 Riskmanagement Ltd, Glitnir Bank Download Abstract (PDF) / Download Paper (PDF)

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