Credit scoring
Dynamic credit score modeling with short-term and long-term memories: the case of Freddie Mac’s database
This paper investigates the two mechanisms of memory, short-term memory and long-term memory, in the context of credit risk assessment.
Are all collections equal? The case of medical debt
This paper examines the predictive value of medical collections in assessing consumer creditworthiness with credit scoring models.
Default predictors in credit scoring: evidence from France’s retail banking institution
This paper presents the set-up of a behavioral credit-scoring model, and estimates such a model using an auto loan data set of one of the largest multinational financial institutions based in France.
Data mining helps unscramble complexities of fraud
A mine of information
Lloyds TSB selects SAS to manage risk
UK financial services group Lloyds TSB has installed banking risk management software from SAS, a North Carolina-based data management software vendor. The technology will help the bank to meet Basel II credit risk compliance and further automate its…
Standing out from the crowd
Credit Risk
Sweden’s credit risk maverick
“We don’t like portfolio management,” says Björn Börjesson, executive vice-president and head of the central credit department at Svenska Handelsbanken in Stockholm.