Dear all,
On Wednesday 18th November, the RSS Leeds/Bradford local group will be
hosting an afternoon on "statistics
and the credit crunch" featuring talks by Mick Ellender (Callcredit
Ltd), David Hand (RSS President), Nick Bingham (Imperial College) and
Klaus Schenk-Hoppe (University of Leeds).
Further details can be found on our webpage:
http://tinyurl.com/rss-lba
All welcome!
Regards, Paul
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Dr. Paul D. Baxter
Secretary/Treasurer, RSS Leeds/Bradford Local Group,
Division of Biostatistics, University of Leeds, Leeds, LS2 9JT, UK.
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Leeds/Bradford: Wednesday 18 November, 2.00pm, Leeds University.
Statistics and the credit crunch
Mick Ellender (Callcredit Ltd) [2pm - 2.40pm].
Credit scoring in the current economic climate
A high level look at the statistical techniques and methodologies used
in credit scoring and its use through the consumer life cycle from point
of acquisition to collections and recoveries. The high level theories
will be reviewed along with practical case studies and also a look at
the challenges facing lenders in the current economic environment.
David Hand (Royal Statistical Society) [2.50pm - 3.30pm].
Statistics, data mining, and the personal credit scoring industry
The modern consumer credit industry is fundamentally data-driven,
employing statisticians to build models for an increasing variety of
problems. This talk describes some of these problems, and the sorts of
statistical models which have been built to tackle them.
Nick Bingham (Imperial College) [4pm - 4.40pm].
Title TBA
Klaus Schenk-Hoppe (University of Leeds) [4.50pm - 5.30pm].
Going naked: The effect of short-selling bans
Short-selling of shares is a popular way of betting your beliefs as a
"bearish" investor. In the current financial crises, short-selling has
been blamed for the unprecedented decline in prices and for putting the
entire financial system at risk. This talk will give a non-specialist
introduction to the topic and explain the statistical and modelling
issues in quantifying the effect of short-selling bans.
The meeting will be held at Leeds University Roger Stevens Building in
RSLT 24, starting at 2.00pm. Refreshments will be available from 1.30pm
in the foyer of level 9 of the School of Mathematics. A further
refreshment break will be held between 3.30pm-4pm.
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