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

Model of credit loss and its use in spread decisions

Presenter(s): João Fernando Serrajordia Rocha de Mello; Carlos Alberto de Bragança Pereira

Year of presentation: 2009

Affiliate institution: University of São Paulo

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Conference Papers

Measuring the quality of credit scoring models

Presenter(s): Martin Řezáč; František Řezáč

Year of presentation: 2009

Affiliate institution: Masaryk University

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Conference Papers

Construction of a rating based on a bankruptcy prediction model

Presenter(s): Małgorzata Wrzosek; Arkadiusz Ziemba

Year of presentation: 2009

Affiliate institution: StatConsulting Sp

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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

Investment decision in a new credit score system

Presenter(s): Gyorgy Varga

Year of presentation: 2009

Affiliate institution: FCE Consulting

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