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

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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

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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

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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

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Conference Papers

Developments in unsecured capital and impairment forecasting

Presenter(s): Rachel Bailey; Sam Lacy

Year of presentation: 2015

Affiliate institution: Lloyds Banking Group

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Conference Papers

Managing customer communications with ultra-large scale optimisation

Presenter(s): Dr Andy Harrison; Sergio Vieira

Year of presentation: 2015

Affiliate institution: FICO; Lloyds Banking Group

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Conference Papers

Credit risk modelling under distressed conditions

Presenter(s): Yiannis Dendramis; Elias Tzavalis; Georgios Adraktas; A. Papanikolaou

Year of presentation: 2015

Affiliate institution: Alpha Bank; Queen Mary University of London; Athens University of Economics and Business

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Conference Papers

Some statistical reflections about expected loss

Presenter(s): Tony Bellotti

Year of presentation: 2015

Affiliate institution: Imperial College London

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Conference Papers

Exploring SME behaviour using GAM models during the financial crisis

Presenter(s): Meng Ma; Jake Ansell; Galina Andreeva

Year of presentation: 2015

Affiliate institution: The University of Edinburgh

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Conference Papers

Dynamic scores: proactively managing through-the-cycle risk prediction

Presenter(s): Michael Cohen

Year of presentation: 2015

Affiliate institution: FICO

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