Conference Papers

Information noise and credit risk; evidence from corporate bankruptcy

Presenter(s): Xin Xu

Year of presentation: 2017

Affiliate institution: Unisys Analytics

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Conference Papers

Increasing credit scoring using streaming delayed supervised information

Presenter(s): Joshua Plasse; Niall Adams

Year of presentation: 2017

Affiliate institution: Imperial College London; Heilbronn Institute for Mathematical Research

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Conference Papers

Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards

Presenter(s): Jonathan Crook; Viani Djeundje

Year of presentation: 2017

Affiliate institution: The University of Edinburgh

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Conference Papers

IFRS 9: To comply and compete

Presenter(s): David Binder

Year of presentation: 2017

Affiliate institution: FICO

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Conference Papers

IFRS 9: Survival analysis with an application in Apache Spark

Presenter(s): Hristiana Vidinova; Dimitar Vasilev

Year of presentation: 2017

Affiliate institution: Experian

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Conference Papers

IFRS 9: Probably weighted and biased?

Presenter(s): Alexander Marianski

Year of presentation: 2017

Affiliate institution: Deloitte LLP

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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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