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

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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

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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

Expert ranking in low default portfolio modelling

Presenter(s): Alistair Paulls; Michelle Greenidge

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

Estimating causal effects of credit decisions using propensity score methodologies

Presenter(s): Dr Gerald Fahner

Year of presentation: 2009

Affiliate institution: FICO

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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

Monitoring and maintaining credit bureau scores

Presenter(s): Chris Curtis

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Specification errors in retail lending stress test models

Presenter(s): Joseph L. Breeden; Lyn Thomas

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc; University of Southampton

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Conference Papers

Assessing the use of indeterminates for scorecard model development

Presenter(s): James Tebboth; Manoel Gadi

Year of presentation: 2009

Affiliate institution: Santander Analytics

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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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