Conference Papers

Basel 2: FSA view on long-run PDs, variable scalars and stress testing

Presenter(s): Dickon Brough

Year of presentation: 2007

Affiliate institution: Financial Services Authority

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Conference Papers

Applications of soft clustering in fraud and credit risk modeling

Presenter(s): Vijay S. Desai

Year of presentation: 2007

Affiliate institution: SAS Institute Inc.

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Conference Papers

Risk modeling and model risk – the IRBA case

Presenter(s): G. Stahl; E. Nill; B. Siehl; J. Wilsberg

Year of presentation: 2007

Affiliate institution: BaFin, Bonn

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Conference Papers

Credit risk scorecard design, validation and user acceptance – a lesson for modellers and risk managers

Presenter(s): Edward Huang; Christopher Scott

Year of presentation: 2007

Affiliate institution: HBOS Bank

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Conference Papers

Analytical approaches for exposure management strategies

Presenter(s): John Worthington

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Global commercial risk scores

Presenter(s): Paul Orton

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Cyclical adjustment of point-in-time (PIT) PD

Presenter(s): Sigurdur Ingolfsson; Bjarki Thor Elvarsson

Year of presentation: 2007

Affiliate institution: Riskmanagement Ltd; Glitnir Bank

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Conference Papers

The adoption of small business credit scoring by smaller and smaller banks and the attendant effects on credit availability

Presenter(s): Allen N. Berger; Adrian M. Cowan; W. Scott Frame

Year of presentation: 2007

Affiliate institution: Wharton Financial Institutions Center; St Mary's University; Federal Reserve Bank of Atlanta

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Conference Papers

Monitoring and forecasting trends in the UK credit industry

Presenter(s): John Oxley

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

VaR for low default portfolios based on a single factor hazard model

Presenter(s): Joe Whittaker; Zhen Liu; Mark Somers

Year of presentation: 2007

Affiliate institution: Lancaster University

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