Conference Papers

From default rates to default matrices: an application to Brazilian consumer credit

Presenter(s): Ricardo Schechtman

Year of presentation: 2009

Affiliate institution: Central Bank of Brazil

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Conference Papers

Moving from rankings to ratings

Presenter(s): Joseph L. Breeden; Robert Parker

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc

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Conference Papers

Quantum mechanics framework to minimize the lack of stationary properties in Markov like credit risk models

Presenter(s): João Pires da Cruz; João Periquito Jarego; André Correia dos Santos

Year of presentation: 2009

Affiliate institution: Closer; Lloyds Banking Group

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Conference Papers

Scoring models for collections & debt recovery

Presenter(s): Iain Deuchars

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Asset correlations for credit card defaults

Presenter(s): Tony Bellotti; Jonathan Crook

Year of presentation: 2009

Affiliate institution: The University of Edinburgh

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Conference Papers

LGD modelling for mortgage loans

Presenter(s): Mindy Leow; Dr Christophe Mues; Prof Lyn Thomas

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Modelling the interaction of portfolio performance with the economic cycle and its application

Presenter(s): T Hoffmann

Year of presentation: 2009

Affiliate institution: Informa Arvato Services

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Conference Papers

Mortgage performance in turbulent times: an extended structural approach

Presenter(s): S. Kay

Year of presentation: 2009

Affiliate institution: The University of Edinburgh Business School

Conference Papers

Predictive sequential debt collection management with z-similarities

Presenter(s): Adam Brentnall; Martin Crowder; David Hand

Year of presentation: 2009

Affiliate institution: Queen Mary University of London; Imperial College London

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Conference Papers

Strategy comparison with optimization

Presenter(s): Sehyun Jun; Choon-Kyeong Kim

Year of presentation: 2009

Affiliate institution: Citi; R&R Consulting

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