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

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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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

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

The past as prologue: lessons learned from the crisis in mortgage-backed structured securities

Presenter(s): Erik Heitfield

Year of presentation: 2009

Affiliate institution: Federal Reserve Board

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Conference Papers

Collections policy comparison in LGD modelling

Presenter(s): L.C. Thomas; A. Matuszyk; A. Moore

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Developing a commercial credit risk rating model: case study of a petrochemical company

Presenter(s): Dennis W. Banks; Ali Ebrahimnejad

Year of presentation: 2009

Affiliate institution: Maastricht University

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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

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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