University of Edinburgh Business School
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Conference Papers
Enhancing Basel method via conditional distributions that capture stronger connection among credit losses in downturns
Presenter(s): Fernando Moreira
Year of presentation: 2011
Affiliate institution: The University of Edinburgh
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Conference Papers
IRB modelling: where are we four years down the line?
Presenter(s): Rebecca Lucas
Year of presentation: 2011
Affiliate institution: Financial Services Authority
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Conference Papers
Design of software tools for continuous characteristic analysis
Presenter(s): Ross Gayler
Year of presentation: 2011
Affiliate institution: Veda
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Conference Papers
Measuring loss given default for unsecured retail portfolios
Presenter(s): Sarah Scarborough
Year of presentation: 2011
Affiliate institution: SG Scarborough Ltd
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Conference Papers
Evaluating the influence of enhanced customer service processes on portfolio credit risk in the German market
Presenter(s): Thomas Hoffmann
Year of presentation: 2011
Affiliate institution: Arvato AG - Bertelsmann
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Working Papers
The Effects of Health Shocks on Debt Holdings by Older American Households
Year of publication: 2010
Author(s): Crook and Hochguertel
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Working Papers
Retail Credit Stress Testing Using a Discrete Hazard Model with Macroeconomic Factors
Year of publication: 2010
Author(s): Bellotti and Crook
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Working Papers
Asset Correlations for Credit Card Defaults
Year of publication: 2010
Author(s): Bellotti and Crook
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Conference Papers
Modified logistic regression using the EM algorithm for reject inference
Presenter(s): Billie S. Anderson; J. Michael Hardin
Year of presentation: 2009
Affiliate institution: SAS Institute; The University of Alabama
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