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

Clustering large credit client data sets for classification with SVM

Presenter(s): Ralf Stecking; Klaus B. Schebesch

Year of presentation: 2009

Affiliate institution: University of Oldenburg; University 'Vasile Goldis' Arad

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Conference Papers

Estimating stressed PD to bank losses with a model of behavioural and socioeconomic variables: the case of Greece

Presenter(s): Pagonas Konstantinos; Tarnaras Panayiotis; Kororou Laskarina; Georgiou Kleitos

Year of presentation: 2009

Affiliate institution: Piraeus Bank

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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

A through-the-cycle model for retail lending economic capital

Presenter(s): Joseph L. Breeden; Robert Parker; Carsten Steinebach

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Moving from rankings to ratings

Presenter(s): Joseph L. Breeden; Robert Parker

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc

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Conference Papers

A flexible generalized link function for credit scoring

Presenter(s): André de Waal; Tiny du Toit; Tanja de la Rey

Year of presentation: 2009

Affiliate institution: North-West University

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Conference Papers

Strategy comparison with optimization

Presenter(s): Sehyun Jun; Choon-Kyeong Kim

Year of presentation: 2009

Affiliate institution: Citi; R&R Consulting

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Conference Papers

Dynamic predictive credit scoring with multi-dimensional analysis of nearest neighbours

Presenter(s): Craig M. Allen; Cherry Allen-Driscoll

Year of presentation: 2009

Affiliate institution: Delphi Analytics LLC

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Conference Papers

Quantum mechanics framework to minimize the lack of stationary properties in Markov like credit risk models

Presenter(s): João Pires da Cruz; João Periquito Jarego; André Correia dos Santos

Year of presentation: 2009

Affiliate institution: Closer; Lloyds Banking Group

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