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Credit Scoring
Internal Rating
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Contact
riskparameters.eu
riskparameters.eu
Publications
I have authored chapter 7 on default definition in the second edition of Naeem Siddiqi's book "Intelligent Credit Scoring" from 2017
Amazon Link
Here are two conference talks from the Edinburgh conference 2013
Scorecard Development Beyond the Standard Textbook - A Case Study
A Two-Stage Approach Corrects a Fundamental Bias in Secured Loan LGD Modeling
CV
Skills
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Publications
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