Conference Papers

IFRS 9: Does one model fit all? Lessons from the ashes of the Great Moderation

Presenter(s): Hugo Chim

Year of presentation: 2017

Affiliate institution: Deloitte UK

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Conference Papers

How can the government intervention can affect the behaviors of inventors and the rating agencies in corporate bond market? Evidence from China’s corporate bond market

Presenter(s): Bo Huang; Lin He; Liqing Chen

Year of presentation: 2017

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Conference Papers

Generalised additive models for discrete time survival data with applications to credit risk

Presenter(s): Viani Djeundke; Jonathan Crook

Year of presentation: 2017

Affiliate institution: The University of Edinburgh

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Conference Papers

Exogenous Maturity Vintage (EMV) modelling based on through the cycle maturity

Presenter(s): Lubomir Burian

Year of presentation: 2017

Affiliate institution: RBS plc

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Conference Papers

Estimating consumer default sensitivities to financial stress factors through counterfactual analysis

Presenter(s): Gerald Fahner

Year of presentation: 2017

Affiliate institution: FICO

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Conference Papers

Endogenous/exogenous segmentation in the A-IRB framework and the pro-cyclicality of capital: an application to mortgage portfolios

Presenter(s): Jose Canals-Cerda

Year of presentation: 2017

Affiliate institution: Federal Reserve Bank of Philadelphia

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Conference Papers

Does the bank rating function as a ‘middleman’? An analysis of the relationship among sovereign ratings, bank ratings and bank performances

Presenter(s): Sheng Zhao; Fernando Moreira; Tong Wang

Year of presentation: 2017

Affiliate institution: The University of Edinburgh

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Conference Papers

Do credit ratings affect spread and return? A study of structured finance products

Presenter(s): Fernando Moreira; Sheng Zhao

Year of presentation: 2017

Affiliate institution: The University of Edinburgh

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Conference Papers

Demographic income estimation in practice

Presenter(s): Ross Gayler

Year of presentation: 2017

Affiliate institution: Independent Researcher

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Conference Papers

Credit risk estimates using credit bureau data

Presenter(s): Vasileios Ioannou

Year of presentation: 2017

Affiliate institution: Equifax

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