Conference Papers

IFRS9 modelling approaches for retail portfolios

Presenter(s): Mark Somers

Year of presentation: 2015

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

A survey of random forest usage for fraud detection at Lloyds Banking Group

Presenter(s): Adam Langron

Year of presentation: 2015

Affiliate institution: Lloyds Banking Group

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Conference Papers

Sand pile modeling of economic variables for credit risk applications

Presenter(s): João Pires da Cruz; Helena Cruz; Janshukan Rajaratnam; Peter Beling; George A. Overstreet Jr.

Year of presentation: 2015

Affiliate institution: Closer Consulting Ltd; University of Lisbon; University of Cape Town; University of Virginia

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Conference Papers

What personality measures could predict credit repayment behaviour?

Presenter(s): Dean Caire; Galina Andreeva; Wendy Johnson

Year of presentation: 2015

Affiliate institution: CFA; The University of Edinburgh

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Conference Papers

The comparative analysis of predictive models for credit limit utilization rate

Presenter(s): Jonathan Crook; Denys Osipenko

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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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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