Conference Papers

Assessing affordability using random effects models of income and consumption growth

Presenter(s): Katarzyna Bijak; Lyn Thomas; Christophe Mues

Year of presentation: 2013

Affiliate institution: University of Southampton

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Conference Papers

Predicting loss given default: an extension of single factor model

Presenter(s): Xiao Yao; Jonathan Crook; Galina Andreeva

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Risk tools and algorithms

Presenter(s): Maurice Joseph

Year of presentation: 2013

Affiliate institution: Commonwealth Bank

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Conference Papers

Using survival models for profit and loss estimations

Presenter(s): Anthony Bellotti

Year of presentation: 2013

Affiliate institution: Imperial College London

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Conference Papers

Big Brother is scoring you

Presenter(s): Wen Li Chan; Hsin-Vonn Seow

Year of presentation: 2013

Affiliate institution: University of Nottingham-Malaysia Campus

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Conference Papers

Optimizing discretion in financial services pricing decisions

Presenter(s): Hollis Fishelson-Holstine; Shyue-Ming Loh

Year of presentation: 2013

Affiliate institution: Nomis Solutions

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Conference Papers

The effects of field price discretion on credit pricing and risk

Presenter(s): Robert Phillips; A. Serdar Simsek; Garrett van Ryzin

Year of presentation: 2013

Affiliate institution: Columbia Business School

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Conference Papers

Non-linear cyclical effects in credit rating migrations: a Markov switching continuous time framework

Presenter(s): Dimitrios Papanastasiou; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh; Bank of England

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Conference Papers

At the crossing between risk and accounting: loan-loss provisioning with expected credit losses

Presenter(s): Riccardo Cairo

Year of presentation: 2013

Affiliate institution: CRIF

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Conference Papers

Using pooled bureau data/profiling methodologies

Presenter(s): Colin Coleman

Year of presentation: 2013

Affiliate institution: Experian

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