Conference Papers

Capital sensitivity to the PD calibration methodology

Presenter(s): Dr Robert Johnson

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

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Conference Papers

Modelling the profitability of credit cards for different types of behaviour with panel data

Presenter(s): Denys Osipenko; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Correlation across latent variables in credit risk models: a direct inference from default rates

Presenter(s): Fernando Moreira

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Big Brother is scoring you

Presenter(s): Wen Li Chan; Hsin-Vonn Seow

Year of presentation: 2013

Affiliate institution: University of Nottingham-Malaysia Campus

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Conference Papers

Prediction errors in credit loss forecasting models based on macroeconomic data

Presenter(s): Eric McVittie

Year of presentation: 2013

Affiliate institution: Experian

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Conference Papers

Incorporating lifecycle and environment in loan-level forecasts and stress tests

Presenter(s): Joseph L. Breeden

Year of presentation: 2013

Affiliate institution: Prescient Models

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Conference Papers

Credit scoring reshape because of and thanks to the financial crisis (zoom – focus – synthesis)

Presenter(s): Christos Glimidakis; Fotis Tsiamas; Maria Bakogeorgou

Year of presentation: 2013

Affiliate institution: Eurobank

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Conference Papers

Assessing and evaluating scorecards: tools methods, and consequences

Presenter(s): David J. Hand

Year of presentation: 2013

Affiliate institution: Imperial College; Winton Capital Management

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Conference Papers

Estimation of credit card exposure at default (EAD)

Presenter(s): Mindy Leow; Jonathan Crook

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

Model misspecification risk in stress testing

Presenter(s): Mark Somers; Sameer Patel

Year of presentation: 2013

Affiliate institution: 4Most (Europe) Ltd

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