Conference Papers

A cross-sectional survival analysis regression model with applications to consumer credit risk

Presenter(s): Mercy Munemo; Musa Malwandla; Gerbrand Breed

Year of presentation: 2017

Affiliate institution: Barclays Africa Group

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Conference Papers

A credit scoring model based on alternative mobile data for financial inclusion

Presenter(s): Xinhai Liu; Wei Ding; Ti Wang; Xiangfeng Meng

Year of presentation: 2017

Affiliate institution: Peking University; China Unicom Network Technology Research Institute; People's Bank of China

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Conference Papers

A credit evaluation model based on random walk for guaranteed loan among enterprises

Presenter(s): Xinhai Liu; Xiangfeng Meng

Year of presentation: 2017

Affiliate institution: Peking University; People's Bank of China

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Conference Papers

A Comparison of Feature Generation Techniques for Credit Risk Modelling

Presenter(s): Dan Kellett

Year of presentation: 2017

Affiliate institution: Capital One

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Conference Papers

Modelling operational risk using extreme value theory and skew t-copulas

Presenter(s): Betty Johanna Garzon Rozo; Jonathan Crook; Fernando Moreira

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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Conference Papers

Should we throw away the variance of the score estimates?

Presenter(s): Mark Surdutovich; Genaro Dueire Lins

Year of presentation: 2015

Affiliate institution: Itaú Unibanco

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Conference Papers

Analytical solutions to multi-period credit portfolio management: a macroeconomic approach

Presenter(s): Juan M. Licari; Gustavo Ordóñez-Sanz

Year of presentation: 2015

Affiliate institution: Moody's

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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

Spatial regression models for SMEs

Presenter(s): Raffaella Calabrese; Galina Andreeva; Jake Ansell

Year of presentation: 2015

Affiliate institution: University of Essex; The University of Edinburgh

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Conference Papers

Crisis and LGD: developing a model for the retail portfolio

Presenter(s): Konstantinos Papalamprou; Paschalis Antoniou; Apostolos Doukas

Year of presentation: 2015

Affiliate institution: National Bank of Greece; Aristotle University of Thessaloniki

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