Conference Papers

A practical framework for credit risk stress testing

Presenter(s): David Martens; Tony van Gestel; Karlien Vanden Branden; Joachim Jacobs; Bart Baesens

Year of presentation: 2009

Affiliate institution: University College Ghent; KU Leuven; Dexia Group; University of Southampton

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Conference Papers

Impacts of economic turbulence on commercial bureau scores

Presenter(s): Paul Orton

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

How to make the most of economics in credit risk management

Presenter(s): Dr William Thomson

Year of presentation: 2009

Affiliate institution: Experian

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Conference Papers

Explaining aggregate consumer delinquency behaviour over time

Presenter(s): Jonathan Crook; John Banasik

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

Markov chains in the dynamic control of credit consumer portfolios

Presenter(s): Lorenzo Quirini; Luigi Vannucci

Year of presentation: 2009

Affiliate institution: Consum.it; University of Florence

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Conference Papers

Systematic risk effects on consumer lending products

Presenter(s): Elizabeth Mays

Year of presentation: 2009

Affiliate institution: JPM Chase

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Conference Papers

The future of capital regulation of banks

Presenter(s): Robert Holman

Year of presentation: 2009

Affiliate institution: Czech National Bank

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Conference Papers

Decision science tools for customers management (getting busy in stressful times)

Presenter(s): Eamon Foley; Nicola Gatta; Roberta Gallato

Year of presentation: 2009

Affiliate institution: Unloaded Ltd

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Conference Papers

Salford systems: data mining and predictive analytics for credit risk

Presenter(s): D Steinberg

Year of presentation: 2009

Affiliate institution: Salford Systems

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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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