Efficient quantification of model risk

The drift to default – a structural extension of the role of house price in determining the early termination of UK based residential mortgages

A two-stage mixture model for predicting EAD

Corporate governance measures and financial distress

Collections Data Capitalization on Point-in-Time PD Models for Retail Portfolios

The influence of financial crisis on UK SMEs behaviour

Default and prepayment: an NPV analysis under a Markovian dynamics of the credit market