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

Download paper 1 Download paper 2

Conference Papers

Predicting strategic defaults on US mortgage portfolios

Presenter(s): Neill Crossley

Year of presentation: 2011

Affiliate institution: FICO

Download paper

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

Download paper 1 Download paper 2

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

Download paper

Conference Papers

Designing and teaching courses on credit scoring for postgraduate students

Presenter(s): Jonathan Crook

Year of presentation: 2011

Affiliate institution: The University of Edinburgh

Download paper

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

Download paper

Conference Papers

Managing model risk in practice

Presenter(s): Alan Forrest

Year of presentation: 2011

Affiliate institution: RBS Group

Download paper

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

Download paper 1 Download paper 2

Conference Papers

Spatial temporal models for retail credit

Presenter(s): Bob Stine

Year of presentation: 2011

Affiliate institution: The Wharton School, University of Pennsylvania

Download paper

Conference Papers

Measuring credit losses: IFRS9

Presenter(s): Mark Somers

Year of presentation: 2011

Affiliate institution: Lloyds Banking Group

Download paper