Title Presenter(s) Year Affiliate Institution Paper
Workout periods and loss given default: decomposing the macroeconomic effect on recovery rates Dimitrios Papanastasiou 2015 The University of Edinburgh, Bank of England
A mean-reverting model to create macroeconomic scenarios for credit risk models Joseph L. Breeden 2013 Prescient Models
A multi-objective decision framework for credit portfolio management Juan C. Moreno-Paredes, Christophe Mues, Lyn Thomas 2013 University of Southampton
A shift adapted binary classification rule in the presence of label delay with an application to credit scoring Vera Hofer 2013 University of Graz Download Paper (PDF)
A stochastic Markov model for predicting cash recoveries on a defaulted retail bank portfolio David Brown 2013 Hyman Robertson LLP
A two-stage approach corrects a fundamental bias in secured loan LGD modelling Dr Hendrik Wagner 2013 RiskParameters.eu Download Paper (PDF)
An empirical survey of reject inference techniques Lee Gregory, Radostina Etimova 2013 Experian
Are we just tinkering? Alan Lucas, Vijay Krishnaswamy 2013 Avenir Risk Ltd, Hymans Robertson LLP Download Paper (PDF)
Assessing and evaluating scorecards: tools methods, and consequences David J. Hand 2013 Imperial College London, Winton Capital Management Download Paper (PDF)
Benchmarking state-of-the-art classification algorithms for credit scoring: a ten-year update Stefan Lessmann, Hsin-Vonn Seow, Bart Baesens, Lyn Thomas 2013 University of Hamburg, University of Nottingham-Malaysia Campus, KU Leuven, University of Southampton Download Paper (PDF)
Big Brother is scoring you Wen Li Chan, Hsin-Vonn Seow 2013 University of Nottingham-Malaysia Campus Download Paper (PDF)
Big data developments in transaction analytics Scott M. Zoldi 2013 FICO Download Paper (PDF)
Capital sensitivity to the PD calibration methodology Dr Robert Johnson 2013 Lloyds Banking Group Download Paper (PDF)
Correlation across latent variables in credit risk models: a direct inference from default rates Fernando Moreira 2013 The University of Edinburgh Download Paper (PDF)
Credit scoring in the pay day loan sector Iain Deuchars 2013 Experian Download Paper (PDF)

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