Conference Papers

Modelling exposure at default without conversion factors

Presenter(s): Mark Thackham

Year of presentation: 2017

Affiliate institution: Westpac Bank; Macquarie University

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Conference Papers

Modelling economic scenarios for IFRS 9 impairment calculations

Presenter(s): Keith Church

Year of presentation: 2017

Affiliate institution: 4most Europe Limited

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Conference Papers

Millennials and credit: use, data sharing and financial literacy

Presenter(s): Galina Andreeva

Year of presentation: 2017

Affiliate institution: The University of Edinburgh

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Conference Papers

Machine learning performance over long time horizons

Presenter(s): Yazhe Li; Tony Bellotti; Niall Adams

Year of presentation: 2017

Affiliate institution: Imperial College London

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Conference Papers

Loss estimation for retail credit using Monte Carlo simulation

Presenter(s): Anthony Bellotti

Year of presentation: 2017

Affiliate institution: Imperial College London

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Conference Papers

Limiting credit portfolio loss without probability measures

Presenter(s): João Pires da Cruz; Catia Silva; Kanshukan Rajaratnam; Peter Beling; George A. Overstreet Jr.

Year of presentation: 2017

Affiliate institution: University of Lisbon; Red Zebra Analytics; University of Cape Town; University of Virginia

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Conference Papers

LGD Modelling – comparison of models

Presenter(s): Sukriye Tuysuz; Emre Unal

Year of presentation: 2017

Affiliate institution: Yeditepe University; Turkiye Finans

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Conference Papers

Issues using logistic regression for highly imbalanced data

Presenter(s): Yazhe Li; Niall Adams; Tony Bellotti

Year of presentation: 2017

Affiliate institution: Imperial College London

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Conference Papers

Isn’t there really enough data to produce good LGD and EAD models?

Presenter(s): Massimo Cutaia

Year of presentation: 2017

Affiliate institution: Credit Suisse Global Credit Data

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Conference Papers

Interpretable credit scoring. Methodological adaptations to the right to explanation

Presenter(s): Belen Martin-Barragan

Year of presentation: 2017

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