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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Conference Papers

Comparison of regression models for LGD estimation

Presenter(s): A. Arsova; M. Haralampieva; T. Tsvetanova

Year of presentation: 2011

Affiliate institution: Experian

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Conference Papers

Stress testing credit risk of a retail portfolio: experiences and further developments

Presenter(s): Marcel den Hollander

Year of presentation: 2011

Affiliate institution: SNS REAAL

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Conference Papers

Survival analysis workflow: assessing the impact of macroeconomic shocks on credit portfolios and predicting the time of default

Presenter(s): Anupam Saha; N. Siddiqi

Year of presentation: 2011

Affiliate institution: SAS

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Conference Papers

Risk and reward in consumer credit

Presenter(s): Rob Stewart

Year of presentation: 2011

Affiliate institution: Federal Reserve Bank of Chicago

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Conference Papers

Management capability: is it possible to quantify for SME credit risk assessment?

Presenter(s): Yigui Ma; Jake Ansell; Galina Andreeva

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Chinese companies distress prediction: an application of DEA

Presenter(s): Zhiyong Li; Jonathan Crook; Galina Andreeva

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Markov-chain based credit control for subscribers to mobile communication services

Presenter(s): Falk Wagner

Year of presentation: 2011

Affiliate institution: Johann Wolfgang Goethe University

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Conference Papers

Methodologies for cut-off point determination in credit scoring models for not-for-profit governmental institutions

Presenter(s): Sebastián Maldonado; Cristián Bravo; Richard Weber

Year of presentation: 2011

Affiliate institution: Universidad de los Andes; Universidad de Chile

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Conference Papers

The latest equality and anti-discrimination legal developments: implications for credit scoring

Presenter(s): Galina Andreeva

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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