Conference Papers

Predicting bank rating transitions using optimal competing risks survival analysis models

Presenter(s): Philippe Louis; Elisabeth Van Laere; Bart Baesens

Year of presentation: 2011

Affiliate institution: KU Leuven; NUS; Vlerick Management School; University of Southampton

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Conference Papers

Estimating LGD on zero-default corporate portfolios: a market-implied approach

Presenter(s): R. Cairo

Year of presentation: 2011

Affiliate institution: CRIF

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Conference Papers

Building a world-class risk analytics team

Presenter(s): Dr Richard Norgate

Year of presentation: 2011

Affiliate institution: Lloyds Banking Group

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Conference Papers

Social rental payment data – its value in improving credit decisions and scoring processes

Presenter(s): George Wilkinson

Year of presentation: 2011

Affiliate institution: George Wilkinson Associates

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Conference Papers

UK credit card loss forecasting using Markov chain models

Presenter(s): Dan Kellett

Year of presentation: 2011

Affiliate institution: Capital One

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Conference Papers

Evaluating the influence of enhanced customer service processes on portfolio credit risk in the German market

Presenter(s): Thomas Hoffmann

Year of presentation: 2011

Affiliate institution: Arvato AG - Bertelsmann

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Conference Papers

Mortgage refinancing as individual decision under uncertainty: how to build a reliable prepayment model

Presenter(s): Dr Vladimir Fishman; Dr Anatoly Reynberg

Year of presentation: 2011

Affiliate institution: Experian Decision Analytics

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Conference Papers

Assessing the impact of changing economic conditions on the design of default probability models

Presenter(s): Fredrik Andersson; Qingqing Chen; Dennis Glennon

Year of presentation: 2011

Affiliate institution: Office of the Comptroller of the Currency

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Conference Papers

Using social network analysis techniques in the credit process

Presenter(s): Matthew O'Kane

Year of presentation: 2011

Affiliate institution: Detica NetReveal

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Conference Papers

Survival analysis workflow: assessing the impact of macroeconomic shocks on credit portfolios and predicting the time of default

Presenter(s): Anupam Saha; N. Siddiqi

Year of presentation: 2011

Affiliate institution: SAS

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