Conference Papers

Reasoning about sequential decisions for customer management

Presenter(s): Dr Gerald Fahner

Year of presentation: 2015

Affiliate institution: FICO

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Conference Papers

Exposure at default models with and without the Credit Conversion Factor

Presenter(s): Edward Tong; Christophe Mues; Iain Brown; Lyn Thomas

Year of presentation: 2015

Affiliate institution: Bank of America; University of Southampton

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Conference Papers

Review of analytical methods of analysing credit risk

Presenter(s): Madina Abdrakhmanova; Sanjukta Brahma

Year of presentation: 2015

Affiliate institution: Glasgow Caledonian University

Madina Abdrakhmanova Sanjukta Brahma

Madina Abdrakhmanova
Sanjukta Brahma

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Conference Papers

Analytical solutions to multi-period credit portfolio management: a macroeconomic approach

Presenter(s): Juan M. Licari; Gustavo Ordóñez-Sanz

Year of presentation: 2015

Affiliate institution: Moody's

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Conference Papers

Fraud in e-commerce: an approach with social network analysis

Presenter(s): Thaine Souza

Year of presentation: 2015

Affiliate institution: Experian

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Conference Papers

What personality measures could predict credit repayment behaviour?

Presenter(s): Dean Caire; Galina Andreeva; Wendy Johnson

Year of presentation: 2015

Affiliate institution: CFA; The University of Edinburgh

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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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