Thomas Lyn C

Lyn C Thomas

Information about the author Lyn C Thomas will soon be added to the site.
Found 14 papers in total
Lending decisions with limits on capital available: The polygamous marriage problem
Lending decisions with limits on capital available: The polygamous marriage problem
2016
In order to stimulate or subdue the economy, banking regulators have sought to impose...
Modelling repayment patterns in the collections process for unsecured consumer debt: A case study
Modelling repayment patterns in the collections process for unsecured consumer debt: A case study
2016
One approach to modelling Loss Given Default (LGD), the percentage of the defaulted...
The impact of Basel Accords on the lender’s profitability under different pricing decisions
The impact of Basel Accords on the lender’s profitability under different pricing decisions
2015
In response to the deficiencies in financial regulation revealed by the global...
Managing inventory and production capacity in start-up firms
Managing inventory and production capacity in start-up firms
2015
We consider the problem of managing inventory and production capacity in a...
When to rebuild or when to adjust scorecards
When to rebuild or when to adjust scorecards
2015
Data‐based scorecards, such as those used in credit scoring, age with time and...
Improving credit scoring by differentiating defaulter behaviour
Improving credit scoring by differentiating defaulter behaviour
2015
We present a methodology for improving credit scoring models by distinguishing two...
Modelling LGD for unsecured retail loans using Bayesian methods
Modelling LGD for unsecured retail loans using Bayesian methods
2015
Loss Given Default (LGD) is the loss borne by the bank when a customer defaults on a...
Using a transactor/revolver scorecard to make credit and pricing decisions
Using a transactor/revolver scorecard to make credit and pricing decisions
2014
We develop an approach to estimate credit customers' profitability and default risk....
Stress testing credit card portfolios: an application in South Africa
Stress testing credit card portfolios: an application in South Africa
2014
Motivated by a real problem, this study aims to develop models to conduct stress...
Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD
Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD
2012
Estimating the recovery rate and recovery amount has become important in consumer...
Transition matrix models of consumer credit ratings
Transition matrix models of consumer credit ratings
2012
Although the corporate credit risk literature includes many studies modelling the...
Modelling the profitability of credit cards by Markov decision processes
Modelling the profitability of credit cards by Markov decision processes
2011
This paper derives a Markov decision process model for the profitability of credit...
Application of survival analysis to cash flow modelling for mortgage products
Application of survival analysis to cash flow modelling for mortgage products
2010
In this article, we describe the construction and implementation of a pricing model...
Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
2009
The New Basel accord has highlighted the need for models of the credit risk in...
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