Prof. Jonathan Crook
Professor of Business Economics Director, Credit Research Centre Jt Editor, Journal of the Operational Research Society University of Edinburgh Business School
Jonathan Crook is Director of the Credit Research Centre at the University of Edinburgh Professor of Business Economics and Director of Research in the University of Edinburgh Business School. He is the joint Editor in Chief of the Journal of the Operational Research Society and the joint author/editor of five books, including: Readings in Credit Scoring, OUP 2004, and Credit Scoring and its Applications, SIAM 2002. He has published a large number papers relating to credit risk published in many different journals including the Journal of the Operational Research Society, European Journal of Operational Research, Journal of the Royal Statistical Society (Series A), Expert Systems with Applications, the IMA Journal of Management Mathematics; and the Journal of Banking and Finance. A new edition of his book with Lyn Thomas and Davide Edelman Credit Scoring and its Applications is due out in 2016. He is a past joint winner of the Goodeve Medal for the best paper in any Operational Research Society journal. He is a Fellow of the Wharton Financial Institutions Center, Wharton School, University of Pennsylvania and of the Centre for Finance and Credit Markets at the University of Nottingham. He has been a postdoctoral Fulbright Scholar at the University of Virginia and a Visiting Fellow at the European University Institute. His research interests are in the areas of survival analysis, statistical classification methodologies, credit risk including the incorporation of economic factors into credit scoring models, credit constraints and the demand for credit. The Credit Research Centre organises the popular Credit Scoring and Credit Control conference every two years, the next being in August 2015.
Title of presentation:
“Intensity models to predict credit card transitions“