Conference Papers

The spatial correlation of credit risk and its gain in credit scoring models

Presenter(s): Guilherme Barreto Fernandes; Prof Rinaldo Artes

Year of presentation: 2013

Affiliate institution: Insper; Serasa Experian

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Conference Papers

Forecasting non-performing loan ratio in Turkey using Box-Jenkins approach

Presenter(s): Metin Vatansever

Year of presentation: 2013

Affiliate institution: Yildiz Technical University

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Conference Papers

A stochastic Markov model for predicting cash recoveries on a defaulted retail bank portfolio

Presenter(s): David Brown

Year of presentation: 2013

Affiliate institution: Hyman Robertson LLP

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Conference Papers

A mean-reverting model to create macroeconomic scenarios for credit risk models

Presenter(s): Joseph L. Breeden

Year of presentation: 2013

Affiliate institution: Prescient Models

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Conference Papers

Lessons from automatic modelling processes

Presenter(s): Kelly Gao; Andrew Jennings

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Estimation of credit card exposure at default (EAD)

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Measuring economic downturns: past recessions and their implication for forward looking provision models as required under IFRS9

Presenter(s): Mark Somers; Judit Sandor

Year of presentation: 2013

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

Handling the risk of obsolete information: is there a one-size-fits-all strategy?

Presenter(s): Christoforos Anagnostopoulos; Niall Adams

Year of presentation: 2013

Affiliate institution: Imperial College London; Heilbronn Institute for Mathematical Research

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Conference Papers

Scoring and income forecast for pension funds in Colombia

Presenter(s): Gehiner Salamanca

Year of presentation: 2013

Affiliate institution: LiSim

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Conference Papers

The effects of field price discretion on credit pricing and risk

Presenter(s): Robert Phillips; A. Serdar Simsek; Garrett van Ryzin

Year of presentation: 2013

Affiliate institution: Columbia Business School

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