Conference Papers

A two-stage approach corrects a fundamental bias in secured loan LGD modeling

Presenter(s): Dr Hendrik Wagner

Year of presentation: 2013

Affiliate institution: RiskParameters.eu

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Conference Papers

Using survival models for profit and loss estimations

Presenter(s): Anthony Bellotti

Year of presentation: 2013

Affiliate institution: Imperial College London

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Conference Papers

Prediction errors in credit loss forecasting models based on macroeconomic data

Presenter(s): Eric McVittie

Year of presentation: 2013

Affiliate institution: Experian

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Conference Papers

General approximators for credit scoring: practical considerations

Presenter(s): Thomas Hill; Vladimir Rastunkov; Knut Opdal

Year of presentation: 2013

Affiliate institution: StatSoft; StatSoft Norway

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Conference Papers

Credit scoring reshape because of and thanks to the financial crisis (zoom – focus – synthesis)

Presenter(s): Christos Glimidakis; Fotis Tsiamas; Maria Bakogeorgou

Year of presentation: 2013

Affiliate institution: Eurobank

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Conference Papers

Assessing and evaluating scorecards: tools methods, and consequences

Presenter(s): David J. Hand

Year of presentation: 2013

Affiliate institution: Imperial College; Winton Capital Management

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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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