University of Edinburgh Business School
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Showing results 61-70 of 82 for Conference Papers in 2011

Conference Papers
Mortgage refinancing as individual decision under uncertainty: how to build a reliable prepayment model
Presenter(s): Dr Vladimir Fishman; Dr Anatoly Reynberg
Year of presentation: 2011
Affiliate institution: Experian Decision Analytics
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Conference Papers
A zero-adjusted gamma model for estimating loss given default on residential mortgage loans
Presenter(s): Edward Tong; Christophe Mues; Lyn Thomas
Year of presentation: 2011
Affiliate institution: University of Southampton
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Conference Papers
Casual modeling-based approach for testing and improving credit decisions over time
Presenter(s): Dr Gerald Fahner
Year of presentation: 2011
Affiliate institution: FICO
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Conference Papers
M2N: Optimal collateral to credit allocation
Presenter(s): Dr Massimo Cutaia
Year of presentation: 2011
Affiliate institution: Credit Suisse AG
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Conference Papers
The effects of health shocks on debt holdings by older American households
Presenter(s): Jonathan Crook; Stefan Hochguertel
Year of presentation: 2011
Affiliate institution: The University of Edinburgh
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Conference Papers
Measuring loss given default for unsecured retail portfolios
Presenter(s): Sarah Scarborough
Year of presentation: 2011
Affiliate institution: SG Scarborough Ltd
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Conference Papers
Modelling LGD using Bayesian methods
Presenter(s): Katarzyna Bijak; Lyn Thomas
Year of presentation: 2011
Affiliate institution: University of Southampton
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Conference Papers
Enhancing Basel method via conditional distributions that capture stronger connection among credit losses in downturns
Presenter(s): Fernando Moreira
Year of presentation: 2011
Affiliate institution: The University of Edinburgh
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