Conference Papers

Resetting the data standard: changing the face of credit decisioning

Presenter(s): Mark Kelly

Year of presentation: 2013

Affiliate institution: DecisionMetrics

Download paper

Conference Papers

Optimizing discretion in financial services pricing decisions

Presenter(s): Hollis Fishelson-Holstine; Shyue-Ming Loh

Year of presentation: 2013

Affiliate institution: Nomis Solutions

Download paper

Conference Papers

UK aggregate mortgage arrears behavior: determinants and comparison between CML and firm level data

Presenter(s): Alexios Makropoulos; Anastasios Savvopoulos; Peter L. Jones

Year of presentation: 2013

Affiliate institution: Leeds Building Society; Robert Gordon University

Download paper

Conference Papers

Efficient quantification of model risk

Presenter(s): Alan Forrest

Year of presentation: 2013

Affiliate institution: RBS Group

Download paper

Conference Papers

Specialised lending rating model using analytical hierarchy process

Presenter(s): Igor Kaludjer; Ivan Augustin; Mladen Dragicevic

Year of presentation: 2013

Affiliate institution: Zagrebačka banka (Unicredit Group)

Download paper

Conference Papers

A two-stage mixture model for predicting EAD

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

Download paper

Conference Papers

Corporate governance measures and financial distress

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

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

Download paper

Conference Papers

The drift to default – a structural extension of the role of house price in determining the early termination of UK based residential mortgages

Presenter(s): Steven Kay; Jonathan Crook; Jake Ansell

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

Download paper

Conference Papers

Default and prepayment: an NPV analysis under a Markovian dynamics of the credit market

Presenter(s): Lorenzo Quirini; Luigi Vannucci; Fabrizio Cipollini

Year of presentation: 2013

Affiliate institution: Consum.it; University of Florence

Download paper

Conference Papers

Collections Data Capitalization on Point-in-Time PD Models for Retail Portfolios

Presenter(s): Lina Kororou; Myrto Kyriakidou; Nikos Xanthopoulos

Year of presentation: 2013

Affiliate institution: Qualco SA

Download paper