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

Download paper

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

Download paper

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

Download paper

Conference Papers

A Comparison of Feature Generation Techniques for Credit Risk Modelling

Presenter(s): Dan Kellett

Year of presentation: 2017

Affiliate institution: Capital One

Download paper

Conference Papers

OTC derivatives market reform: looking back and looking forward

Presenter(s): Erik Heitfield

Year of presentation: 2015

Affiliate institution: Federal Reserve Board

Download paper

Conference Papers

Exposure at default models with and without the Credit Conversion Factor

Presenter(s): Edward Tong; Christophe Mues; Iain Brown; Lyn Thomas

Year of presentation: 2015

Affiliate institution: Bank of America; University of Southampton

Download paper

Conference Papers

Pricing in information orchestrators: maximizing stable networks

Presenter(s): Dr Bernardo Lustosa; Dr Alberto Luiz Albertin

Year of presentation: 2015

Affiliate institution: ClearSale; FGV-SP

Download paper

Conference Papers

Once in a lifetime change: PD modelling under IFRS 9

Presenter(s): Thomas Clifford; Pawel Tatarczyk; Robert Richter

Year of presentation: 2015

Affiliate institution: Deloitte

Download paper

Conference Papers

Workout periods and loss given default: decomposing the macroeconomic effect on recovery rates

Presenter(s): Dimitrios Papanastasiou

Year of presentation: 2015

Affiliate institution: The University of Edinburgh; Bank of England

Download paper

Conference Papers

Developments in unsecured capital and impairment forecasting

Presenter(s): Rachel Bailey; Sam Lacy

Year of presentation: 2015

Affiliate institution: Lloyds Banking Group

Download paper