Conference Papers

Designing and teaching courses on credit scoring for postgraduate students

Presenter(s): Jonathan Crook

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Markov-chain based credit control for subscribers to mobile communication services

Presenter(s): Falk Wagner

Year of presentation: 2011

Affiliate institution: Johann Wolfgang Goethe University

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Conference Papers

Economics in credit scoring models

Presenter(s): Eric McVittie; John Oxley

Year of presentation: 2011

Affiliate institution: Experian

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Conference Papers

Estimating LGD on zero-default corporate portfolios: a market-implied approach

Presenter(s): R. Cairo

Year of presentation: 2011

Affiliate institution: CRIF

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Conference Papers

Competing risks survival model for mortgage loans with simulated loss distributions

Presenter(s): Mindy Leow; Christophe Mues; Lyn Thomas

Year of presentation: 2011

Affiliate institution: The University of Edinburgh; University of Southampton

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Conference Papers

M2N: Optimal collateral to credit allocation

Presenter(s): Dr Massimo Cutaia

Year of presentation: 2011

Affiliate institution: Credit Suisse AG

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Conference Papers

“By failing to prepare, you are preparing to fail”

Presenter(s): J. Humphrey

Year of presentation: 2011

Affiliate institution: ANZ Bank

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Conference Papers

What seems right for all of us may not be right for any of us! Survival modelling with unobserved heterogeneity

Presenter(s): Mindy Leow; Jonathan Crook; Tony Bellotti

Year of presentation: 2011

Affiliate institution: The University of Edinburgh; Imperial College London

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Conference Papers

Forward looking analytics: using macroeconomic aggregates to strengthen rating systems

Presenter(s): Davide Capuzzo

Year of presentation: 2011

Affiliate institution: CRIF

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Conference Papers

Using payment patterns in modelling recovery rates

Presenter(s): A. Matuszyk; A. Moore; L.C. Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton; Warsaw School of Economics

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