Conference Papers

Mortgage performance in turbulent times: an extended structural approach

Presenter(s): S. Kay

Year of presentation: 2009

Affiliate institution: The University of Edinburgh Business School

Conference Papers

Credit card pricing and impact of adverse selection

Presenter(s): Bo Huang; Lyn C. Thomas

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Credit card initial limits: how much is too much?

Presenter(s): Mark Somers

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

Model of credit loss and its use in spread decisions

Presenter(s): João Fernando Serrajordia Rocha de Mello; Carlos Alberto de Bragança Pereira

Year of presentation: 2009

Affiliate institution: University of São Paulo

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Conference Papers

Measuring economic viability in a competitive Italian market sector by leveraging credit bureau data

Presenter(s): V. Rodilossi

Year of presentation: 2009

Affiliate institution: CRIF

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Conference Papers

How to make the most of economics in credit risk management

Presenter(s): Dr William Thomson

Year of presentation: 2009

Affiliate institution: Experian

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Conference Papers

Quantum mechanics framework to minimize the lack of stationary properties in Markov like credit risk models

Presenter(s): João Pires da Cruz; João Periquito Jarego; André Correia dos Santos

Year of presentation: 2009

Affiliate institution: Closer; Lloyds Banking Group

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Conference Papers

Application LGD model development: a case study for a leading CEE bank

Presenter(s): Stefan Stoyanov; A. Nisticò

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Where did it all go wrong?

Presenter(s): D. Brough; J. Crook; D. Edelman; A. Lucas

Year of presentation: 2009

Affiliate institution: Caledonia Credit Consultancy; FSA; Rhino Risk; The University of Edinburgh

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Discussion session

Conference Papers

Modified logistic regression using the EM algorithm for reject inference

Presenter(s): Billie S. Anderson; J. Michael Hardin

Year of presentation: 2009

Affiliate institution: SAS Institute; The University of Alabama

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