Conference Papers

Comparison of single distribution and mixture distribution models for modelling LGD

Presenter(s): Jie Zhang; Lyn C. Thomas

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Macroeconomic conditions in models of Loss Given Default for retail credit

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

Asset correlations for credit card defaults

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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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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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

Non-linearity of scorecard log-odds

Presenter(s): Ross A. McDonald; Keith D. Smith; Matthew J. Sturgess; Edward X. M. Huang

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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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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