25 research outputs found
Time will tell: behavioural scoring and the dynamics of consumer credit assessment
This paper discusses the use of dynamic modelling in consumer credit risk assessment. It surveys the approaches and objectives of behavioural scoring, customer scoring and profit scoring. It then investigates how Markov chain stochastic processes can be used to model the dynamics of the delinquency status and behavioural scores of consumers. It discusses the use of segmentation, mover-stayer models and the use of second and third order models to improve the fit of such models. An alternative survival analysis proportional hazards approach to estimating when default occurs is considered. Comparisons are made between the way credit risk is modelled in consumer lending and corporate lending
Fitting in and feeling fine The impact of personality on person-organization value congruence and affective outcomes
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 00-155) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
Where is my happy ending? Searching for work and meaning
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 00-166) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
The development of shared beliefs and its role during the strategic decision process
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 00-167) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
Instruments of control, measures of output Contending approaches to the practice of 'scientific' management on Britain's railways in the early twentieth century
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 00/163) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
Strategic organisations, commitment and work organisations
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 00-169) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
Black-Scholes versus artificial neural networks in pricing FTSE 100 options
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 00-156) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
Activity based costing in universities An inappropriate technique?
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 00-161) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
Local vs. foreign currency ratings What determines sovereign transfer risk?
Available from British Library Document Supply Centre-DSC:3597.88753(no 00-160) / BLDSC - British Library Document Supply CentreSIGLEGBUnited Kingdo
Unification of financial regulatory structures The case of the Russian Federation
Earlier version was prepared as a report for the Bureau of Economic Analysis, Moscow, Feb 2000SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(no 01-170) / BLDSC - British Library Document Supply CentreGBUnited Kingdo