Reference Papers

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Class(ic) Scorecards:  Selecting Characteristics and Attributes in Logistic Regression, Gerard Scallan, 2011
Slides explaining new ideas to help in the selection of characteristics and attributes in logistic regression. From the Edinburgh Conference, August 2011. Download PDF here.

Do we need cut offs? Pricing for Profit, Helen McNab, 2011
Slides challenging the concept of cut-offs - and how setting 'return on capital' requirments' can alter our view on what price we should charge for credit.  From the Edinburgh Conference, August 2011. Download PDF here. 

Marginal Chi² Analysis: Beyond Goodness of Fit for Logistic Regression Models, Gerard Scallan, 2009
Slides explaining the ideas behind the Marginal Chi² approach to testing scorecard sufficiency. From a conference at Imperial College London, January 2009. Download PDF here.

Life After Basel: rethinking the feedback loop, Gerard Scallan, 2007
An invited presentation from the 2007 Edinburgh Conference on portfolio monitoring, management reporting and credit governance using the Basel infrastructure. Download PDF here.

Risk Management Principles, Gerard Scallan, 2002
Banking risk management includes all the activities and systems that contribute to: Assessing the risks resulting from its decisions, limiting this risk, balancing risk with commercial considerations to maximise long term profit and controlling the whole system, taking account of the bank's environment and strategic priorities. Download PDF here.

Credit Scoring: Data and Decisioning - What should scoring do for collections? Helen McNab, 2002
Presentation at the Tallyman Customer Partnership Conference, June 2002: Best Practice in Credit Management & Collections. Download PDF here.

Granting Credit to E-Customers, Peter Taylor, 2002. This brief is aimed at fraud control and credit strategy managers responsible for implementing internet-based credit products with financial institutions. Download PDF here.

Credit Scoring, Modelling and Data Issues, Gerard Scallan, 2001
Retail Credit Risk presentation to the British Bankers Association on the role of scoring in structuring existing data and the importance of data quality. Download PDF here.

Going to Market, Tony Masters and Anthea Wynn, 2000, This paper discusses the issue of how credit and marketing departments can learn to love one another and maximise profits. Download PDF here.

Bad Debt Projection Models, Gerard Scallan, 1998
This paper gives an overview of modelling approaches for loss forecasting and provisioning and discusses triangular projection models. Download PDF here.

Markov Models - An Introduction, Gerard Scallan, 1990
This paper introduced an effective new approach to bad debt projection; Markov models allow your company to take account of profit-line dynamics. Download PDF here.