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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Conference Papers

Completely automated credit scoring. From scorecards development to its implementation in the credit process

Presenter(s): Dmitry Berestnev; Oleg Travkin

Year of presentation: 2017

Affiliate institution: Sberbank

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Conference Papers

Competing risks models of default in the presence of early repayments

Presenter(s): Eva Wycinka

Year of presentation: 2017

Affiliate institution: University of Gdansk

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Conference Papers

Bias-free text evaluations in Micro and SME credit scoring using deep learning

Presenter(s): Cristián Bravo

Year of presentation: 2017

Affiliate institution: University of Southampton

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Conference Papers

Beautiful interlinks in credit scoring

Presenter(s): Yuriy Strilets

Year of presentation: 2017

Affiliate institution: Bank Austria AG

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