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Consumer credit models : pricing, profit, and portfolios

Thomas, Lyn C. - 2009

Persistent link: https://www.econbiz.de/10003686222

Modelling LGD for unsecured personal loans: decision tree approach

Matuszyk, A.; Mues, C.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 393-398

Persistent link: https://www.econbiz.de/10003945455

Modelling credit risk of portfolio of consumer loans

Malik, M.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 411-420

Persistent link: https://www.econbiz.de/10003945457

When to rebuild or when to adjust scorecards

Jung, Ki Mun; Thomas, Lyn C.; So, Mee Chi - In: Journal of the Operational Research Society : OR 66 (2015) 10, pp. 1656-1668

Persistent link: https://www.econbiz.de/10011418006

The impact of Basel Accords on the lender's profitability under different pricing decisions

Huang, Bo; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1826-1839

Persistent link: https://www.econbiz.de/10011418540

Stress testing credit card portfolios : an application in South Africa

Yixing, Seah; So, Mee Chi; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 351-362

Persistent link: https://www.econbiz.de/10010251706

Lending decisions with limits on capital available : the polygamous marriage problem

So, Mee Chi; Thomas, Lyn C.; Huang, Bo - In: European journal of operational research : EJOR 249 (2016) 2, pp. 407-416

Persistent link: https://www.econbiz.de/10011436692

Moedelling LGD for unsecured personal loans : decision tree approach

Thomas, Lyn C.; Mues, Christopher; Matuszyk, Anna - 2007

Persistent link: https://www.econbiz.de/10003625608

Structural models in consumer credit

Andrade, Fabio Wendling Muniz de; Thomas, Lyn - 2004

Persistent link: https://www.econbiz.de/10002435264

Transition Matrix Models of Consumer Credit Ratings

Malik, Madhur - 2010

The corporate credit risk literature has many studies modelling the change in the credit risk of corporate bonds over time. There is far less analysis of the credit risk for portfolios of consumer loans. However behavioural scores, which are commonly calculated on a monthly basis by most...

Persistent link: https://www.econbiz.de/10013148493