Conference Papers

Management capability: is it possible to quantify for SME credit risk assessment?

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

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Spatial temporal models for retail credit

Presenter(s): Bob Stine

Year of presentation: 2011

Affiliate institution: The Wharton School, University of Pennsylvania

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Conference Papers

Measuring credit losses: IFRS9

Presenter(s): Mark Somers

Year of presentation: 2011

Affiliate institution: Lloyds Banking Group

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Conference Papers

Managing model risk in practice

Presenter(s): Alan Forrest

Year of presentation: 2011

Affiliate institution: RBS Group

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Conference Papers

Unobserved heterogeneity and its effects on mortgage options

Presenter(s): Min Hwang; Raphael Kuznetsovski

Year of presentation: 2011

Affiliate institution: George Washington University

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Conference Papers

Forward looking analytics: using macroeconomic aggregates to strengthen rating systems

Presenter(s): Davide Capuzzo

Year of presentation: 2011

Affiliate institution: CRIF

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Conference Papers

Low default modelling: a comparison of techniques based on a real Brazilian corporate portfolio

Presenter(s): Guilherme Fernandes; Carlos A. Rocha

Year of presentation: 2011

Affiliate institution: Serasa Experian

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Conference Papers

A test to compare KS statistics

Presenter(s): David J. Hand; Wojtek J. Krzanowski

Year of presentation: 2011

Affiliate institution: Imperial College London; Winton Capital Management; University of Exeter

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Conference Papers

Recovery rates across different industries

Presenter(s): Markus Hoechstoetter; Abdolreza Nazemi; Svetlozar T. Rachev

Year of presentation: 2011

Affiliate institution: Karlsruhe Institute of Technology; Stony Brook University; FinAnalytica

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Conference Papers

Credit scoring and the Edinburgh conferences: Fringe or international festival

Presenter(s): Lyn Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton

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