Conference Papers

A practical guide to forecasting and stress testing

Presenter(s): Ben Castel-Nuovo

Year of presentation: 2013

Affiliate institution: Lloyds Banking Group

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Conference Papers

Vintage decomposition of federal financial institutions examination council charge-off mortgage data for credit risk research and education

Presenter(s): Vadim Melnitchouk; Andrey Vasuhrin

Year of presentation: 2013

Affiliate institution: Metropolitan State University; State University of Telecommunications

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Conference Papers

Predicting loss given default: an extension of single factor model

Presenter(s): Xiao Yao; Jonathan Crook; Galina Andreeva

Year of presentation: 2013

Affiliate institution: The University of Edinburgh

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Conference Papers

The use of predictive modelling to boost debt collection efficiency

Presenter(s): Marcin Nadolny

Year of presentation: 2013

Affiliate institution: SAS Institute Poland

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Conference Papers

Low Default Portfolio (LDP) modelling: Probability of Default (PD) calibration conundrum

Presenter(s): Thomas Clifford; Alexander Marianski; Krisztian Sebestyen

Year of presentation: 2013

Affiliate institution: Deloitte

Conference Papers

Using a transactor/revolver scorecard to make credit and pricing decisions

Presenter(s): Mee Chi So; Lyn Thomas; Hsin-Vonn Seow

Year of presentation: 2013

Affiliate institution: University of Southampton; University of Nottingham-Malaysia Campus

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Conference Papers

Credit scoring in the pay day loan sector

Presenter(s): Iain Deuchars

Year of presentation: 2013

Affiliate institution: Experian

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Conference Papers

Modelling cross-border bank contagion using Marshall-Olkin copula

Presenter(s): Silvia Angela Osmetti; Raffaella Calabrese

Year of presentation: 2013

Affiliate institution: Università Cattolica del Sacro Cuore; University of Milano-Bicocca

Conference Papers

Pre-collections preventing payment problems for residential mortgages

Presenter(s): Marcel den Hollander

Year of presentation: 2013

Affiliate institution: Achmea Bank

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Conference Papers

Scorecard development beyond the standard textbook: a case study

Presenter(s): Dr Hendrik Wagner; Dr Farkas Bagaméry

Year of presentation: 2013

Affiliate institution: RiskParameters.eu; Lombard Lízing

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