Conference Papers

Estimation of default probabilities using incomplete contracts data

Presenter(s): J.M.C. Santos Silva; J.M.R. Murteira

Year of presentation: 2007

Affiliate institution: University of Essex; Universidade de Coimbra; CEMAPRE

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Conference Papers

Basel II – a view from the other side

Presenter(s): Derek Spence

Year of presentation: 2007

Affiliate institution: Alliance & Leicester Plc

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Conference Papers

The age of reason: financial decisions over the lifecycle

Presenter(s): Sumit Agarwal; John C. Driscoll; Xavier Gabaix; David Laibson

Year of presentation: 2007

Affiliate institution: Federal Reserve Board; MIT; Princeton; NBER; Harvard University

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Conference Papers

Credit risk assessment: frameworks for enterprise-credit

Presenter(s): Raymond R.A. Anderson

Year of presentation: 2007

Affiliate institution: Standard Bank Group

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Conference Papers

Use of macro-economic factors in credit scoring – application to point in time risk evaluation of SMEs

Presenter(s): Fabio Wendling Muniz de Andrade; Ricardo Gonçalves da Silva

Year of presentation: 2007

Affiliate institution: Serasa S.A.

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Conference Papers

Neural net credit scoring models for Egyptian banks: an evaluation of consumer loans

Presenter(s): Hussein Abdou; John Pointon; Ahmed El-Masry

Year of presentation: 2007

Affiliate institution: University of Plymouth

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Conference Papers

Predicting default of a small business using different definitions of financial distress

Presenter(s): S.-M. Lin; J. Ansell; G. Andreeva

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Are historically based default and recovery models in the high yield and distressed debt markets still relevant for investment funds in today’s credit environment?

Presenter(s): Edward L. Altman

Year of presentation: 2007

Affiliate institution: Stern School of Business

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Conference Papers

A new model to measure the creditworthiness of borrowers in fixed term loans and revolving financial products

Presenter(s): Lorenzo Quirini

Year of presentation: 2007

Affiliate institution: Consum.it

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Conference Papers

When scoring doesn’t work

Presenter(s): Kate Sharman

Year of presentation: 2007

Affiliate institution: Alliance & Leicester Plc

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