Author(s) |
Title |
Affiliation |
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Professor Ed Altman
 (Abstract) |
Are Historically Based Default and Recovery Models in the High-Yield and Distressed Debt Markets Still Relevant in Today’s Credit Environment? |
Stern School, New York University |
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Gerard Scallan
(Presentation) |
Life After Basel: Rethinking the Feedback Loop |
ScorePlus |
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Dr RL Phillips
(Presentation)
(Abstract) |
Optimising the Price of Consumer Credit |
Nomis Solutions and Stanford University |
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T de la Rey
JH Venter
(Paper)
(Abstract) |
Detecting outliers in credit scoring using logistic regression |
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Maurice Joseph
(Paper)
(Abstract) |
Attaining sharper Pricing-for-Risk in the UK Sub-Prime Mortgage Market |
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Chris Sykes
(Abstract) |
Using Monte Carlo simulation to investigate the link between changes in bad debt as a result of changes in credit scorecard performance as measured by the Gini coefficient |
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Lorenzo Quirini
(Presentation)
(Abstract) |
A New Model to Measure the Creditworthiness of Borrowers in Fixed Term Loans and Revolving Financial Products |
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JMC Santos Silva
JMR Murteira
(Paper)
(Abstract) |
Estimation of Default Probabilities Using Incomplete Contracts Data |
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Ricardo R Reyes Pino
Daniela M Zenteno Langle
(Abstract) |
Empirical Graphic Validation of Explanatory Variables in Retail Credit-Scoring Models |
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Robert M Oliver
(Abstract) |
Revisiting the Kelly Criterion or How to Get Rich with Retail Credit |
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Edward Huang
(Paper)
(Abstract) |
Scorecard Specification, Validation and User Acceptance: A Lesson for Modellers and Risk Managers |
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Hussein Abdou
John Pointon
Ahmed El-Masry
(Presentation)
(Abstract) |
Neural Net Credit Scoring Models for Egyptian Banks: An Evaluation of Consumer Loans |
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Joseph L Breeden, PhD
David Ingram
(Paper)
(Abstract) |
Monte Carlo Scenario Generation for Retail Loan Portfolios |
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Fabio Wendling Muniz de Andrade
Ricardo Gonçalves da Silva
(Abstract) |
Use of macro-economic factors in credit scoring – application to point in time risk evaluation of SMEs |
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David Edelman
(Paper)
(Abstract) |
Credit Scoring and Credit Control - Coming of Age |
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Mark Stirling
Paul Robinson
(Paper)
(Abstract) |
Measuring confidence levels in the predictions of credit risk models |
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Mark Kelly
(Presentation)
(Abstract) |
Predicting Insolvency and Preventing Losses Using Transaction Analytics: Customer Treatment in Real Time |
Fair Isaac |
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Gerald Fahner
(Presentation)
(Abstract) |
Multiple-Goal Scores |
Fair Isaac |
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Marc Cohen
(Presentation)
(Abstract) |
New Directions in Automated Decisioning |
Fair Isaac |
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Hassan Sabzevari
Mehdi Soleymani
Eman Norbakhsh
(Paper)
(Abstract) |
A comparison between statistical and Data Mining methods for credit scoring in case of limited available data |
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Dennis Ash
Shannon M Kelly
William W Lang
William Nayda
Haining Yin
(Presentation)
(Paper)
(Abstract) |
Segmentation, Probability of Default and Basel II Capital Measures for Credit Card Portfolios |
Federal Reserve Bank of Philadelphia |
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Bob Stine
(Presentation)
(Abstract) |
Spatial Models for Retail Credit |
Wharton School |
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Tony Bellotti
Jonathan Crook
(Abstract) |
Credit scoring with macroeconomic variables |
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Tony Bellotti
Jonathan Crook
(Abstract) |
Support vector machines for credit scoring and discovery of significant features |
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Raymond Anderson
(Paper)
(Abstract) |
Risk Assessment of SMEs and Larger Businesses - Some Frameworks |
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Dennis Dell
(Presentation)
(Abstract) |
Making Affordability Models work for you! |
PIC Solutions |
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Dennis Dell
(Presentation)
(Abstract) |
Middle East Skip Scorecards - Predicting foreigners leaving a country |
PIC Solutions |
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Debashish Sarkar
(Presentation)
(Abstract) |
Incorporating Stochastic Dominance Constraints in Credit Scoring Methodology – Models & Experimental Results |
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Michiko I Wolcott
(Paper)
(Abstract) |
Effect of Positive Credit Bureau Data in Credit Risk Models |
Equifax |
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Pingchuan Ma
Jonathan Crook
Jake Ansell
(Abstract) |
Acceptance and Profit Modelling |
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Hsin-Vonn Seow
Lyn C Thomas
(Paper)
(Abstract) |
Responses to Profit |
University of Nottingham |
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Joe Whittaker
Zhen Liu
Mark Somers
(Abstract) |
VaR for low default portfolios based on a single factor hazard model |
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G Stahl
E Nill
B Siehl
J Wilsberg
(Abstract) |
Risk Modelling and Model Risk - The IRBA Case |
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George Wilkinson
(Abstract) |
Unsecured personal Loans and Credit Insurance - the Risk Implications |
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George Wilkinson
(Presentation)
(Abstract) |
Responsible Lending |
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Alex Kordichev
Natalia Katilova
(Presentation)
(Abstract) |
Credit Scoring in the Developing Markets - The Case Study of Russia |
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John Banasik
Jonathan Crook
(Presentation)
(Abstract) |
Reject Inference and Survival Modelling |
University of Edinburgh |
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Adam R Brentnall
Martin J Crowder
David J Hand
(Presentation)
(Abstract) |
A Statistical pattern for the temporal pattern of ATM withdrawals |
Imperial College London |
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Will Potts
(Presentation)
(Abstract) |
Elliptical Predictors in Logistic Regression |
Capital One |
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Sigurdur Ingolfsson
Bjarki Thor Elvarsson
(Paper)
(Abstract) |
Cyclical adjustment of point-in-time (PIT) PD |
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Andrea MAF Minardi
Antonio Zoratto Sanvicente
Rinaldo Artes
(Paper)
(Abstract) |
A Methodology for Estimating Credit Ratings and the Cost of Debt for Business Units and Privately-held Companies |
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John Oxley
(Presentation)
(Abstract) |
Monitoring and Forecasting Bad Rates |
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Daniel Weaver
(Abstract) |
Analytical Data Profiling |
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Steve Smith
(Presentation)
(Abstract) |
Analytics in the Sub-Prime Mortgage Industry |
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Adrian Paine
(Presentation)
(Abstract) |
Application Fraud Detection Models |
Experian |
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Paul Orton
(Presentation)
(Abstract) |
Global Commercial Risk Scores |
Experian |
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John Worthington
(Abstract) |
Analytical Approaches for Exposure Management Strategies |
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Paul Russell
(Abstract) |
Consumer insolvency in the UK |
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Lyn C Thomas
(Presentation)
(Abstract) |
Measuring the Discrimination Quality of Suites of Scorecards: ROCS, Ginis, Bounds and Segmentation |
University of Southampton |
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I-Ding Wu
David J Hand
(Presentation)
(Abstract) |
Product selection in the presence of selectivity bias |
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Mark Somers et al
(Abstract) |
Survival models for combined credit and prepayment risk |
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Konstantinos Falangis
John Glen
(Abstract) |
Developing Classifiers from Unbalanced Datasets |
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Konstantinos Falangis
John Glen
(Abstract) |
Heuristics for Feature Selection in Mathematical Programming Discriminant Analysis Models |
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Gerd Castermans
David Martens
Tony Van Gestel
Bart Hamers
Bart Baesens
(Paper)
(Abstract) |
Quantitative Validation: An Overview and Framework for PD Backtesting and Benchmarking |
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Eric D Olson
Billie Anderson
Mike Hardin
(Abstract) |
A Comparative Study of Two Different Credit Models |
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David J Weston
David J Hand
Niall M Adams
Christopher Whitrow
Piotr Juszczak
(Presentation)
(Abstract)
|
Plastic Card Fraud Detection using Peer Group Analysis |
Imperial College |
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Shu.-Min. Lin
Jake Ansell
Galina Andreeva
(Abstract) |
Merton models or credit scoring: modelling default of a small business |
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Shu.-Min. Lin
Jake Ansell
Galina Andreeva
(Abstract) |
Predicting default of a small business using different definitions of financial distress |
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Billie Anderson
Eric D Olson
Mike Hardin
(Abstract) |
Comparison of Reject Inference Techniques using a simulation study |
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Reza Shahi
Bart Baesens
(Abstract) |
Developing Powerful and Comprehensible Models for Bankruptcy Prediction |
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Raquel Florez-Lopez
(Presentation)
(Abstract) |
Effects of missing data in credit risk scoring. A comparative analysis of methods to gain robustness in presence of scarce data |
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Raquel Florez-Lopez
(Presentation)
(Abstract) |
Over time validation of credit rating systems for the external mapping approach. Do general risk-perceptions affect credit risk ratings? |
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Philomena M Bacon
(Abstract) |
Determinants and Effects of Mortgage Equity Withdrawal in the United Kingdom |
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Ellen Brock
Ramasubramanian Sundararajan
Tarun Bhaskar
(Abstract) |
Customer default and prepayment: Incorporating macroeconomic conditions |
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Robert B Avery
Kenneth P Brevoort
Glenn Canner
(Abstract) |
Does Credit Scoring Produce a Disparate Impact? |
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Lyn C Thomas
Christophe Mues
Anna Matuszyk
(Paper)
(Abstract) |
Loss Given default paper - title to be confirmed |
University of Southampton |
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Martha Poon
(Paper)
(Abstract) |
Manufacturing scorecards, manufacturing scores: A History of Fair, Isaac & Company Incorporated |
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Alan Lucas
(Presentation)
(Paper)
(Abstract) |
Basel Compliant Modelling with Little or No Data |
Rhino Risk |
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Arkadiusz Ziemba
Piotr Markowski
Wojciech Latusek
(Abstract) |
Dynamic Model for Behavioural Scoring |
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Vijay Desai
(Presentation)
(Abstract) |
Applications of Soft Clustering in Fraud and Credit Risk Modelling |
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Peter G Moffatt
(Paper)
(Abstract) |
A Microeconometric Model of the Choice between Fixed and Variable Rate Mortgages in the UK |
University of East Anglia |
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Angela Jezewska
(Paper)
(Abstract) |
Predicting Recovery Rates for Defaulting Credit Card Debt |
University of Southampton |
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Madhur Malik
Lyn Thomas
(Abstract) |
Modelling Credit Risk of Portfolio of Consumer Loans |
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Allen N Berger
Adrian M Cowan
W Scott Frame
(Abstract) |
The Adoption of Small Business Credit Scoring by Smaller and Smaller Banks and the Attendant Effects on Credit Availability |
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Ross Gayler
(Abstract) |
A case study of reject inference: Misleading extrapolation from the accepts |
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Kate Sharman
(Abstract) |
When Scoring Doesn’t Work |
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Derek Spence
(Abstract) |
Basel II – A View from the Other Side |
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Peter Beling
Kanshukan Rajaratnam
George Overstreet
(Presentation)
(Abstract) |
Building Efficient Portfolios using Multiple Scorecards |
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Sumit Agarwal
John Driscoll
Xavier Gabaix
David Laibson
(Paper)
(Abstract) |
The age of reason: financial decisions over the lifecycle |
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Jonathan Crook
Tony Bellotti
Galina Andreeva
Jake Ansell
(Abstract) |
Estimating Loss Given Default |
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Dickon Brough
(Presentation) |
Basel II: The FSA view of long-run PDs, variable scalars & stress testing |
Financial Services Authority |
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Edward Huang
C Scott
(Paper) |
Credit Risk Scorecard Design, Validation and user Acceptance: A lesson for Modellers and Risk Managers |
HBoS |
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M So, L Thomas
(Presentation) |
Optimizing credit limit policies to maximize customer lifetime value |
University of Southampton |