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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Conference Papers

EL validation DB unsecured Basel model

Presenter(s): Jan Scholma; Maarten Terpstra

Year of presentation: 2013

Affiliate institution: ING Retail Netherlands

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Conference Papers

Big data developments in transaction analytics

Presenter(s): Scott M. Zoldi

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Lessons in developing and applying decision modelling methods

Presenter(s): Neill Crossley

Year of presentation: 2013

Affiliate institution: FICO

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