Conference Papers

Impact of segmentation on the performance measures of LGD models

Presenter(s): Lyn Thomas; Katarzyna Bijak

Year of presentation: 2015

Affiliate institution: University of Southampton

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Conference Papers

IFRS 9: Evolution not revolution

Presenter(s): Nevan McBride

Year of presentation: 2015

Affiliate institution: Jaywing

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Conference Papers

Exploring the effects of macroeconomic variables on credit card delinquency and default behaviour

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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Conference Papers

Inflated mixture models: applications to multimodality in loss given defualt

Presenter(s): Mauro Ribeiro de Oliveira Júnior; Francisco Louza; Gustavo Henrique de Araujo Pereira; Fernando Moreira; Raffaella Calabrese

Year of presentation: 2015

Affiliate institution: Caixa Econômica Federal; Federal University of Sao Carlos

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Conference Papers

Multi-bureau data: maximising predictive accuracy and customer understanding

Presenter(s): Dr Mark Kelly

Year of presentation: 2015

Affiliate institution: DecisionMetrics

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Conference Papers

On the heterogeneous effects of non-credit-related information in online P2P lending: a quantile regression analysis

Presenter(s): Sirong Luo; Dengpan Liu; Yinmin Ye

Year of presentation: 2015

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Conference Papers

A profit-based approach for evaluating LGD regressions

Presenter(s): Cristián Bravo and Wouter Verbeke

Year of presentation: 2015

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Conference Papers

Forecasting retail credit market conditions

Presenter(s): Eric McVittie

Year of presentation: 2015

Affiliate institution: Experian

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Conference Papers

Household credit constraints in European countries

Presenter(s): Jonathan Crook; Stefan Hochguertel

Year of presentation: 2015

Affiliate institution: The University of Edinburgh; VU Amsterdam

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Conference Papers

Probabilistic graphical models for reverse stress testing for retail banks

Presenter(s): Mark Somers

Year of presentation: 2015

Affiliate institution: 4Most (Europe) Ltd

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