Conference Papers

Estimating LGD on zero-default corporate portfolios: a market-implied approach

Presenter(s): R. Cairo

Year of presentation: 2011

Affiliate institution: CRIF

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Conference Papers

Scoring salary backed loans within the Italian SME market

Presenter(s): Martin Jackson; Christabel Cruz

Year of presentation: 2011

Affiliate institution: JMAC Business Consulting Limited

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Conference Papers

Monitoring creditworthiness: Markov chains and replication portfolios

Presenter(s): Lorenzo Quirini; Luigi Vannucci

Year of presentation: 2011

Affiliate institution: Consum.it; University of Florence

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Conference Papers

Evaluating the influence of enhanced customer service processes on portfolio credit risk in the German market

Presenter(s): Thomas Hoffmann

Year of presentation: 2011

Affiliate institution: Arvato AG - Bertelsmann

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Conference Papers

Moody’s CreditCycle: integrating the macroeconomy into consumer loan loss forecasting

Presenter(s): Christian deRitis; Tony Hughes; Juan M. Licari

Year of presentation: 2011

Affiliate institution: Moody's Analytics

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Conference Papers

Accurate valuation and effective targeting of low response programmes using propensity score matching techniques

Presenter(s): Kevin Chisholm

Year of presentation: 2011

Affiliate institution: Capital One

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Conference Papers

Recovery rates across different industries

Presenter(s): Markus Hoechstoetter; Abdolreza Nazemi; Svetlozar T. Rachev

Year of presentation: 2011

Affiliate institution: Karlsruhe Institute of Technology; Stony Brook University; FinAnalytica

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Conference Papers

Unobserved heterogeneity and its effects on mortgage options

Presenter(s): Min Hwang; Raphael Kuznetsovski

Year of presentation: 2011

Affiliate institution: George Washington University

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Conference Papers

Economics in credit scoring models

Presenter(s): Eric McVittie; John Oxley

Year of presentation: 2011

Affiliate institution: Experian

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Conference Papers

Analysis of the loss portfolio securities as an example of lease contracts: the case study for the Polish Leasing Market

Presenter(s): Dr Pawel Kopciuszewski

Year of presentation: 2011

Affiliate institution: StatConsulting Perlinska

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