Conference Papers

Moody’s CreditCycle: integrating the macroeconomy into consumer loan loss forecasting

Presenter(s): Christian deRitis; Tony Hughes; Juan M. Licari

Year of presentation: 2011

Affiliate institution: Moody's Analytics

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Conference Papers

Analysis of the loss portfolio securities as an example of lease contracts: the case study for the Polish Leasing Market

Presenter(s): Dr Pawel Kopciuszewski

Year of presentation: 2011

Affiliate institution: StatConsulting Perlinska

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Conference Papers

Enhancing Basel method via conditional distributions that capture stronger connection among credit losses in downturns

Presenter(s): Fernando Moreira

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

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Conference Papers

Markov-chain based credit control for subscribers to mobile communication services

Presenter(s): Falk Wagner

Year of presentation: 2011

Affiliate institution: Johann Wolfgang Goethe University

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Conference Papers

Managing car loan portfolios: a state space approach

Presenter(s): S Ingólfsson

Year of presentation: 2011

Affiliate institution: S Riskmanagement Ltd

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Conference Papers

Predicting strategic defaults on US mortgage portfolios

Presenter(s): Neill Crossley

Year of presentation: 2011

Affiliate institution: FICO

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Conference Papers

Scoring decisions under Basel II Constraints

Presenter(s): Kanshukan Rajaratnam; Peter Beling; George Overstreet

Year of presentation: 2011

Affiliate institution: University of Cape Town; University of Virginia

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Conference Papers

Macroeconomic adverse selection: how consumer demand drives credit quality

Presenter(s): Joseph L. Breeden

Year of presentation: 2011

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Using payment patterns in modelling recovery rates

Presenter(s): A. Matuszyk; A. Moore; L.C. Thomas

Year of presentation: 2011

Affiliate institution: University of Southampton; Warsaw School of Economics

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Conference Papers

Estimating effects of adjustable mortgage rate resets

Presenter(s): Sergey P. Trudolyubov; Joseph L. Breeden

Year of presentation: 2011

Affiliate institution: Strategic Analytics Inc

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