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

Download paper

Conference Papers

Corporate loan PD modelling using external data

Presenter(s): Dimitrios Papanastasiou; Kah Guan Mok

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

Download paper 1 Download paper 2

Conference Papers

The moral hazard problem of the consumer debt negotiation mechanism during the credit card crisis in Taiwan

Presenter(s): Ching-Fan Chung; Bo-Chih Lai; Mei-Ching Wen

Year of presentation: 2009

Affiliate institution: National Tsing Hua University; Joint Credit Information Center

Download paper

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

Download paper 1 Download paper 2

Conference Papers

A dynamic theory of the credit union

Presenter(s): Geoffrey Rubin; George Overstreet; Peter Beling; Kanshukan Rajaratnam

Year of presentation: 2009

Affiliate institution: University of Virginia

Download paper

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

Download paper 1 Download paper 2

Conference Papers

Monitoring relationship between score and odds in a propensity scorecard

Presenter(s): Katarzyna Bijak

Year of presentation: 2009

Affiliate institution: University of Southampton

Download paper

Conference Papers

Systematic risk effects on consumer lending products

Presenter(s): Elizabeth Mays

Year of presentation: 2009

Affiliate institution: JPM Chase

Download paper

Conference Papers

Expert ranking in low default portfolio modelling

Presenter(s): Alistair Paulls; Michelle Greenidge

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

Download paper 1 Download paper 2

Conference Papers

Estimating causal effects of credit decisions using propensity score methodologies

Presenter(s): Dr Gerald Fahner

Year of presentation: 2009

Affiliate institution: FICO

Download paper