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

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

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

Low default modelling: a comparison of techniques based on a real Brazilian corporate portfolio

Presenter(s): Guilherme Fernandes; Carlos A. Rocha

Year of presentation: 2011

Affiliate institution: Serasa Experian

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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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Conference Papers

Foreclosure’s wake: the credit experiences of individuals following foreclosure

Presenter(s): Kenneth Brevoort; Cheryl R. Cooper

Year of presentation: 2011

Affiliate institution: Federal Reserve Board

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