Conference Papers

IFRS9 modelling approaches for retail portfolios

Presenter(s): Mark Somers

Year of presentation: 2015

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

Probabilistic graphical models for reverse stress testing for retail banks

Presenter(s): Mark Somers

Year of presentation: 2015

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

Handling improbable labels

Presenter(s): Lewis Evans; Niall Adams; Christoforos Anagnostopoulos

Year of presentation: 2015

Affiliate institution: Imperial College London

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Conference Papers

Independent, multi-bureau capable scoring solutions

Presenter(s): Sebastian d'Elboux

Year of presentation: 2015

Affiliate institution: DecisionMetrics

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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

Predicting default on credit loans: a Frequentist vs a Bayesian approach

Presenter(s): Daniel Lund; Ana Alina Tudoran; Rune Tousgaard Piil

Year of presentation: 2015

Affiliate institution: Jyske Bank; Aarhus University

Conference Papers

The analysis of the micro enterprise failures using survival models

Presenter(s): Aneta Ptak-Chmielewska

Year of presentation: 2015

Affiliate institution: Warsaw School of Economics

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Conference Papers

Better risk and attrition predictions: using temporal behaviour maps

Presenter(s): Shafi Rahman; Nitin Basant

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

Inflated mixture models: applications to multimodality in loss given defualt

Presenter(s): Mauro Ribeiro de Oliveira Júnior; Francisco Louza; Gustavo Henrique de Araujo Pereira; Fernando Moreira; Raffaella Calabrese

Year of presentation: 2015

Affiliate institution: Caixa Econômica Federal; Federal University of Sao Carlos

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Conference Papers

Sand pile modeling of economic variables for credit risk applications

Presenter(s): João Pires da Cruz; Helena Cruz; Janshukan Rajaratnam; Peter Beling; George A. Overstreet Jr.

Year of presentation: 2015

Affiliate institution: Closer Consulting Ltd; University of Lisbon; University of Cape Town; University of Virginia

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