University of Edinburgh Business School
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Showing results 61-65 of 65 for Conference Papers in 2015

Conference Papers
‘Downturn’ estimates for Basel credit risk metrics
Presenter(s): Eric McVittie
Year of presentation: 2015
Affiliate institution: Experian
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Conference Papers
Instabilities using Cox PH for forecasting or stress testing loan portfolios
Presenter(s): Joseph L. Breeden; Anthony Bellotti; Aleh Yablonski
Year of presentation: 2015
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Conference Papers
Understanding differential cycle sensitivity for loan portfolios
Presenter(s): James O'Donnell
Year of presentation: 2015
Affiliate institution: Westpac
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Conference Papers
Stochastic gradient boosting approach to daily attrition scoring based on high-dimensional RFM features
Presenter(s): Dr Gerald Fahner
Year of presentation: 2015
Affiliate institution: FICO
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Conference Papers
Fitting a distribution to Value-at-Risk and Expected Shortfall, with an application to covered bonds
Presenter(s): Dirk Tasche
Year of presentation: 2015
Affiliate institution: Bank of England
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