Dennis Glennon

Government of the United States of America - Office of the Comptroller of the Currency (OCC)

250 E Street, SW

Senior Financial Economist; Economics Department

Washington, DC 20219-0001

United States

SCHOLARLY PAPERS

9

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4,256

CITATIONS
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Top 16,687

in Total Papers Citations

42

Scholarly Papers (9)

1.

Development and Validation of Credit Scoring Models

Journal of Credit Risk, Forthcoming
Number of pages: 70 Posted: 30 Jul 2008
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Cornell University - Department of Economics, Promontory Financial Group and Purdue University - Department of Consumer Sciences & Retailing
Downloads 2,207 (6,028)

Abstract:

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Logistic regression, CHAID, specication testing, risk management, nonparametrics, validation

2.

What 'Triggers' Mortgage Default?

FRB of Philadelphia Working Paper No. 10-13
Number of pages: 15 Posted: 29 Apr 2010 Last Revised: 13 Dec 2011
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Finance Department, Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Consumer Finance Institute, Federal Reserve Bank of Philadelphia
Downloads 678 (37,042)
Citation 20

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Mortgages, Mortgage Default, Negative Equity, Illiquidity, Double Trigger, Consumer Credit, Household Finance

3.

Borrower-Lender Distance, Credit Scoring, and the Performance of Small Business Loans

FDIC Center for Financial Research Working Paper No. 2006-04
Number of pages: 60 Posted: 13 Mar 2006
Robert DeYoung, Dennis Glennon and Peter J. Nigro
University of Kansas School of Business, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Bryant University - Department of Finance
Downloads 584 (45,179)
Citation 17

Abstract:

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borrower-lender distance, credit scoring, small business loans

4.

Sample Selection Bias in Acquisition Credit Scoring Models: An Evaluation of the Supplemental-Data Approach

Journal of Credit Risk, (9.3 - 2013)
Number of pages: 43 Posted: 09 Dec 2010 Last Revised: 16 Jul 2014
Irina Barakova, Dennis Glennon and Ajay A. Palvia
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 355 (83,008)

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credit scoring, sample selection bias, reject inference, validation

5.

The Changing Pecking Order of Consumer Defaults

Journal of Money, Credit, and Banking, Vol. 45, No. 2-3, 2013
Number of pages: 31 Posted: 06 Oct 2011 Last Revised: 05 Sep 2013
Office of the Comptroller of the Currency (OCC), Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Downloads 139 (206,595)
Citation 3

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Consumer Credit, Pecking Order of Default, Debt Payment Preferences, Mortgage Debt, Credit Card Debt

6.

Measurement Error in Residential Property Valuation: An Application of Forecast Combination

Number of pages: 41 Posted: 30 May 2015 Last Revised: 18 Sep 2016
Dennis Glennon, Hua Kiefer and Tom Mayock
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Office of the Comptroller of the Currency and UNC Charlotte
Downloads 112 (245,046)

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Housing Valuation, Forecast Combination

7.

The Information Revolution and Small Business Lending: The Missing Evidence

Federal Reserve Bank of Atlanta Working Paper Series No. 2010-7
Number of pages: 21 Posted: 28 Mar 2010
University of Kansas School of Business, Federal Reserve Bank of Dallas, Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Bryant University - Department of Finance
Downloads 91 (280,013)

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borrower-lender distance, credit scoring, information technology, small business lending

8.

Commercial Lending Distance and Historically Underserved Areas

FRB of Atlanta Working Paper No. 2007-11a
Number of pages: 36 Posted: 12 Jul 2007
University of Kansas School of Business, Federal Reserve Bank of Dallas, Government of the United States of America - Office of the Comptroller of the Currency (OCC), University of Illinois at Chicago - Center for Urban Real Estate and Bryant University - Department of Finance
Downloads 90 (281,974)
Citation 2

Abstract:

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small business loans, borrower-lender distance, credit scoring

9.

Evaluating Statistical Models of Mortgage Lending Discrimination: A Bank-Specific Analysis

Real Estate Economics, Vol. 27, No. 2, Summer 1999
Posted: 26 Aug 1999
Mitchell Stengel and Dennis Glennon
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Abstract:

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