Contents * A: Historical development of credit and behavioural scoring * R W Johnson: Legal, social and economic issues in implementing scoring in the US * R Eisenbeis: Problems in applying discriminant analysis in credit scoring models * M A Hopper and E M Lewis: Behaviour scoring and adaptive...

Stress-testing has become an important topic in retail lending since the introduction of the new Basel II guidelines. Here we use a scenario-based forecasting approach developed explicitly for retail lending in order to provide a suitable stress-testing approach. We first decompose the...

OBJECTIVES: To determine whether repetitive functional task practice (RFTP) after stroke improves limb-specific or global function or activities of daily living and whether treatment effects are dependent on the amount of practice, or the type or timing of the intervention. Also to provide...

Applicants for credit have to provide information for the risk assessment process. In the current conditions of a saturated consumer lending market, and hence falling “take” rates, can such information be used to assess the probability of a customer accepting the offer?With the advent of...

This article reviews some of the applications of mathematical programming infinance. Of course mathematical programming has long been recognised as a vitalmodelling approach to solve optimization problems in finance. Markowitz’s NobelPrize winning work on portfolio optimization showed how...

Credit scoring is used by lenders to minimise the chance of taking an unprofitable account with the overall objective of maximising profit. Profit is generated when a good customer accepts an offer from the organisation. So it is also necessary to get the customers to accept the offer. A lender...

Successful start-up firms make a valuable contribution to economic growth and development.Models that provide insight into the management of start-up firms are therefore important. We consider the problem of managing inventory and production capacity in a start-up manufacturing firm and argue...

Tremendous growth in the credit industry has spurred the need for Credit Scoring and Its Applications, the only book that details the mathematical models that help creditors make intelligent credit risk decisions.Creditors of all types make risk decisions every day, often haphazardly. This book...

This talk reviews some of the applications of mathematical programming in finance. Of course mathematical programming has long been recognised as a vital modelling approach to solve optimization problems in finance. Markowitz’s Nobel Prize winning work on portfolio optimization showed how...

Stress testing has become an important topic in retail lending since the introduction of the new Basel II guidelines. The present work uses a scenario-based forecasting approach developed explicitly for retail lending in order to provide a suitable stress testing approach. We first decompose the...