Conference Papers

Crisis and LGD: developing a model for the retail portfolio

Presenter(s): Konstantinos Papalamprou; Paschalis Antoniou; Apostolos Doukas

Year of presentation: 2015

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

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Conference Papers

Modelling operational risk using extreme value theory and skew t-copulas

Presenter(s): Betty Johanna Garzon Rozo; Jonathan Crook; Fernando Moreira

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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Conference Papers

Credit risk modelling under distressed conditions

Presenter(s): Yiannis Dendramis; Elias Tzavalis; Georgios Adraktas; A. Papanikolaou

Year of presentation: 2015

Affiliate institution: Alpha Bank; Queen Mary University of London; Athens University of Economics and Business

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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

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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

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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

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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

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Conference Papers

OTC derivatives market reform: looking back and looking forward

Presenter(s): Erik Heitfield

Year of presentation: 2015

Affiliate institution: Federal Reserve Board

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Conference Papers

Estimating non-cyclical PDs: a case study from Bulgaria

Presenter(s): Hristiana Vidinova

Year of presentation: 2015

Affiliate institution: Experian

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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

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