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

Forecasting non-performing loan ratio in Turkey using Box-Jenkins approach

Presenter(s): Metin Vatansever

Year of presentation: 2013

Affiliate institution: Yildiz Technical University

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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

Collections Data Capitalization on Point-in-Time PD Models for Retail Portfolios

Presenter(s): Lina Kororou; Myrto Kyriakidou; Nikos Xanthopoulos

Year of presentation: 2013

Affiliate institution: Qualco SA

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Conference Papers

Using a transactor/revolver scorecard to make credit and pricing decisions

Presenter(s): Mee Chi So; Lyn Thomas; Hsin-Vonn Seow

Year of presentation: 2013

Affiliate institution: University of Southampton; University of Nottingham-Malaysia Campus

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