Conference Papers

Modelling the interaction of portfolio performance with the economic cycle and its application

Presenter(s): T Hoffmann

Year of presentation: 2009

Affiliate institution: Informa Arvato Services

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Conference Papers

Corporate loan PD modelling using external data

Presenter(s): Dimitrios Papanastasiou; Kah Guan Mok

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

Specification errors in retail lending stress test models

Presenter(s): Joseph L. Breeden; Lyn Thomas

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc; University of Southampton

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Conference Papers

Modelling credit risk in portfolios of consumer loans: Transition Matrix models for consumer credit ratings

Presenter(s): Lyn Thomas; Madhur Malik

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Using external ‘Payment Intent’ data to improve discrimination in credit decisions

Presenter(s): Peter Taylor

Year of presentation: 2009

Affiliate institution: The Petra Partnership Ltd

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Conference Papers

Modelling bank loan LGD of corporate and SME segment

Presenter(s): Radovan Chalupka; Juraj Kopecsni

Year of presentation: 2009

Affiliate institution: Charles University

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Conference Papers

Expert ranking in low default portfolio modelling

Presenter(s): Alistair Paulls; Michelle Greenidge

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

Forecasting customer behaviour in a multi-service financial organisation: a profitability perspective

Presenter(s): A. Audzeyeva; B. Summers; K.R. Schenk-Hoppé

Year of presentation: 2009

Affiliate institution: University of Leeds; National Australia Group Europe

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Conference Papers

The value of non-financial information in SME risk management

Presenter(s): Edward I. Altman; Gabriele Sabato; Nicholas Wilson

Year of presentation: 2009

Affiliate institution: New York University; RBS Risk Management; Leeds University Business School

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Conference Papers

Theory and empirical evidence for price-driven adverse selection in consumer lending

Presenter(s): Robert Phillips; Robin Raffard

Year of presentation: 2009

Affiliate institution: Columbia University Graduate School of Business; Nomis Solutions

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