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Papers and Presentations

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Portfolio Management - Top 10 tips. Gerard Scallan and Helen McNab. Suggested tips and supporting questions for all Portfolio Management teams to ask. Download PDF here.

Credit Risk Management Framework. Gerard Scallan and Helen McNab. Originally published in 2002 it has been updated and revised to match our current thinking. Download PDF here.

Why You Shouldn’t Use the Gini. Gerard Scallan, November 2013.  From the ARCA Retail Credit Conference, Australia. Download PDF here.

Do We Need Cut Offs? From Matching Accept Rates to Maximising RORAC. Gerard Scallan, November 2013. Updated ideas from the Edinburgh conference paper of 2011. From the ARCA Retail Credit Conference, Australia. Download PDF here.

Actual vs Expected: Statistical Framework for Scorecard Management. Gerard Scallan, November 2013. From the ARCA Retail Credit Conference, Australia. Download PDF here.

Marginal Kolmogorov-Smirnov Analysis: Measuring Lack of Fit in Logistic Regression. Gerard Scallan August 2013. From the Edinburgh Credit Scoring Conference. Download PDF here.

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' requirements' 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