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

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Conference Papers

Efficient quantification of model risk

Presenter(s): Alan Forrest

Year of presentation: 2013

Affiliate institution: RBS Group

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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)

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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

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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

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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

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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

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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

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Conference Papers

The influence of financial crisis on UK SMEs behaviour

Presenter(s): Meng Ma

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Application scoring in utilities: what do the people we can’t reject tell us about the power of reject inference?

Presenter(s): Rebecca Coram

Year of presentation: 2013

Affiliate institution: British Gas

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