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

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

Download paper

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

Download paper

Conference Papers

A practical guide to forecasting and stress testing

Presenter(s): Ben Castel-Nuovo

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

Download paper

Conference Papers

Investigating the stability of survival model parameter estimates for probability of default: empirical evidence over the credit crisis

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

Download paper

Conference Papers

Assessing affordability using random effects models of income and consumption growth

Presenter(s): Katarzyna Bijak; Lyn Thomas; Christophe Mues

Year of presentation: 2013

Affiliate institution: University of Southampton

Download paper