Conference Papers

Balance sheet constraints and firesale externalities

Presenter(s): Jukka Isohätälä and Alistair Milne

Year of presentation: 2015

Affiliate institution: Loughborough University

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Conference Papers

Review of analytical methods of analysing credit risk

Presenter(s): Madina Abdrakhmanova; Sanjukta Brahma

Year of presentation: 2015

Affiliate institution: Glasgow Caledonian University

Madina Abdrakhmanova Sanjukta Brahma

Madina Abdrakhmanova
Sanjukta Brahma

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Conference Papers

Confidence-based z-score (a measure of bank solvency)

Presenter(s): Davide Mare; Fernando Moreira; Roberto Rossi

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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Conference Papers

Banking system in crisis: an economic capital viewpoint

Presenter(s): Antoniou Paschalis; Konstantinos Papalamprou

Year of presentation: 2015

Affiliate institution: National Bank of Greece; Aristotle University of Thessaloniki

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Conference Papers

Understanding differential cycle sensitivity for loan portfolios

Presenter(s): James O'Donnell

Year of presentation: 2015

Affiliate institution: Westpac

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Conference Papers

The comparative analysis of predictive models for credit limit utilization rate

Presenter(s): Jonathan Crook; Denys Osipenko

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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Conference Papers

Crisis and LGD: developing a model for the retail portfolio

Presenter(s): Konstantinos Papalamprou; Paschalis Antoniou; Apostolos Doukas

Year of presentation: 2015

Affiliate institution: National Bank of Greece; Aristotle University of Thessaloniki

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Conference Papers

Workout periods and loss given default: decomposing the macroeconomic effect on recovery rates

Presenter(s): Dimitrios Papanastasiou

Year of presentation: 2015

Affiliate institution: The University of Edinburgh; Bank of England

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Conference Papers

IFRS 9: Evolution not revolution

Presenter(s): Nevan McBride

Year of presentation: 2015

Affiliate institution: Jaywing

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Conference Papers

Piecewise logistic regression: an application in credit scoring

Presenter(s): Raymond Anderson

Year of presentation: 2015

Affiliate institution: Standard Bank of South Africa

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