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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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

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Conference Papers

Foreclosure pricing model

Presenter(s): Jakub Chrenko; Petr Kadeřábek

Year of presentation: 2015

Affiliate institution: Erste Group

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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

Conference Papers

Managing customer communications with ultra-large scale optimisation

Presenter(s): Dr Andy Harrison; Sergio Vieira

Year of presentation: 2015

Affiliate institution: FICO; Lloyds Banking Group

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Conference Papers

Application of scoring approach in the LGD estimation

Presenter(s): Ivana Zohova

Year of presentation: 2015

Affiliate institution: Erste Group

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Conference Papers

Developments in unsecured capital and impairment forecasting

Presenter(s): Rachel Bailey; Sam Lacy

Year of presentation: 2015

Affiliate institution: Lloyds Banking Group

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