Conference Papers

Capital sensitivity to the PD calibration methodology

Presenter(s): Dr Robert Johnson

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

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Conference Papers

Using pooled bureau data/profiling methodologies

Presenter(s): Colin Coleman

Year of presentation: 2013

Affiliate institution: Experian

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Conference Papers

Correlation across latent variables in credit risk models: a direct inference from default rates

Presenter(s): Fernando Moreira

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Big Brother is scoring you

Presenter(s): Wen Li Chan; Hsin-Vonn Seow

Year of presentation: 2013

Affiliate institution: University of Nottingham-Malaysia Campus

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Conference Papers

Re-thinking economic risks to retail portfolios

Presenter(s): Eric McVittie

Year of presentation: 2013

Affiliate institution: Experian

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Conference Papers

Incorporating lifecycle and environment in loan-level forecasts and stress tests

Presenter(s): Joseph L. Breeden

Year of presentation: 2013

Affiliate institution: Prescient Models

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Conference Papers

Are we just tinkering?

Presenter(s): Alan Lucas; Vijay Krishnaswamy

Year of presentation: 2013

Affiliate institution: Avenir Risk Ltd; Hymans Robertson LLP

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Conference Papers

Studying the effect of monetary and fiscal policy on bank’s non-performing loans (a case study in Middle East countries)

Presenter(s): Eaman Noorbakhsh; Hadi Heidari

Year of presentation: 2013

Affiliate institution: Karafarin Bank; Monetary and Banking Research Institute of the Central Bank of Iran

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Conference Papers

Model misspecification risk in stress testing

Presenter(s): Mark Somers; Sameer Patel

Year of presentation: 2013

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

Modelling the collections policy

Presenter(s): Mee Chi So; Adiel T. De Almeida Filho; Christophe Mues; Lyn Thomas

Year of presentation: 2013

Affiliate institution: University of Southampton; Federal University of Pernambuco

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