Conference Papers

A mean-reverting model to create macroeconomic scenarios for credit risk models

Presenter(s): Joseph L. Breeden

Year of presentation: 2013

Affiliate institution: Prescient Models

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Conference Papers

Are we just tinkering?

Presenter(s): Alan Lucas; Vijay Krishnaswamy

Year of presentation: 2013

Affiliate institution: Avenir Risk Ltd; Hymans Robertson LLP

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Conference Papers

Measuring economic downturns: past recessions and their implication for forward looking provision models as required under IFRS9

Presenter(s): Mark Somers; Judit Sandor

Year of presentation: 2013

Affiliate institution: 4Most (Europe) Ltd

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Conference Papers

Modelling the collections policy

Presenter(s): Mee Chi So; Adiel T. De Almeida Filho; Christophe Mues; Lyn Thomas

Year of presentation: 2013

Affiliate institution: University of Southampton; Federal University of Pernambuco

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Conference Papers

Scoring and income forecast for pension funds in Colombia

Presenter(s): Gehiner Salamanca

Year of presentation: 2013

Affiliate institution: LiSim

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Conference Papers

The effects of field price discretion on credit pricing and risk

Presenter(s): Robert Phillips; A. Serdar Simsek; Garrett van Ryzin

Year of presentation: 2013

Affiliate institution: Columbia Business School

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Conference Papers

A stochastic Markov model for predicting cash recoveries on a defaulted retail bank portfolio

Presenter(s): David Brown

Year of presentation: 2013

Affiliate institution: Hyman Robertson LLP

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Conference Papers

Big data developments in transaction analytics

Presenter(s): Scott M. Zoldi

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Lessons from automatic modelling processes

Presenter(s): Kelly Gao; Andrew Jennings

Year of presentation: 2013

Affiliate institution: FICO

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Conference Papers

Improving credit scoring with random forests

Presenter(s): Dhruv Sharma

Year of presentation: 2013

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