Conference Papers

Banking system in crisis: an economic capital viewpoint

Presenter(s): Antoniou Paschalis; Konstantinos Papalamprou

Year of presentation: 2015

Affiliate institution: National Bank of Greece; Aristotle University of Thessaloniki

Download paper

Conference Papers

Credit risk evaluation for loan guarantee chain in China

Presenter(s): Xinhai Liu; Xiangfeng Meng

Year of presentation: 2015

Affiliate institution: People's Bank of China; Peking University

Download paper

Conference Papers

Spatial regression models for SMEs

Presenter(s): Raffaella Calabrese; Galina Andreeva; Jake Ansell

Year of presentation: 2015

Affiliate institution: University of Essex; The University of Edinburgh

Download paper

Conference Papers

Workout periods and loss given default: decomposing the macroeconomic effect on recovery rates

Presenter(s): Dimitrios Papanastasiou

Year of presentation: 2015

Affiliate institution: The University of Edinburgh; Bank of England

Download paper

Conference Papers

OTC derivatives market reform: looking back and looking forward

Presenter(s): Erik Heitfield

Year of presentation: 2015

Affiliate institution: Federal Reserve Board

Download paper

Conference Papers

Estimating non-cyclical PDs: a case study from Bulgaria

Presenter(s): Hristiana Vidinova

Year of presentation: 2015

Affiliate institution: Experian

Download paper

Conference Papers

Piecewise logistic regression: an application in credit scoring

Presenter(s): Raymond Anderson

Year of presentation: 2015

Affiliate institution: Standard Bank of South Africa

Download paper

Conference Papers

Pricing in information orchestrators: maximizing stable networks

Presenter(s): Dr Bernardo Lustosa; Dr Alberto Luiz Albertin

Year of presentation: 2015

Affiliate institution: ClearSale; FGV-SP

Download paper

Conference Papers

Foreclosure pricing model

Presenter(s): Jakub Chrenko; Petr Kadeřábek

Year of presentation: 2015

Affiliate institution: Erste Group

Download paper

Conference Papers

Predicting default on credit loans: a Frequentist vs a Bayesian approach

Presenter(s): Daniel Lund; Ana Alina Tudoran; Rune Tousgaard Piil

Year of presentation: 2015

Affiliate institution: Jyske Bank; Aarhus University