Conference Papers

The past as prologue: lessons learned from the crisis in mortgage-backed structured securities

Presenter(s): Erik Heitfield

Year of presentation: 2009

Affiliate institution: Federal Reserve Board

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Conference Papers

Monitoring and maintaining credit bureau scores

Presenter(s): Chris Curtis

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Specification errors in retail lending stress test models

Presenter(s): Joseph L. Breeden; Lyn Thomas

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc; University of Southampton

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Conference Papers

Assessing the use of indeterminates for scorecard model development

Presenter(s): James Tebboth; Manoel Gadi

Year of presentation: 2009

Affiliate institution: Santander Analytics

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Conference Papers

The future of capital regulation of banks

Presenter(s): Robert Holman

Year of presentation: 2009

Affiliate institution: Czech National Bank

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Conference Papers

Forecasting customer behaviour in a multi-service financial organisation: a profitability perspective

Presenter(s): A. Audzeyeva; B. Summers; K.R. Schenk-Hoppé

Year of presentation: 2009

Affiliate institution: University of Leeds; National Australia Group Europe

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Conference Papers

What do we know about banks’ securitisation? The Spanish experience

Presenter(s): Clara Cardone-Riportella; Reyes Samaniego-Medina; Antonio Trujillo-Ponce

Year of presentation: 2009

Affiliate institution: Universidad Carlos III de Madrid

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Conference Papers

Comparison of single distribution and mixture distribution models for modelling LGD

Presenter(s): Jie Zhang; Lyn C. Thomas

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Measuring affordability at origination

Presenter(s): Ben Brooksby

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

A through-the-cycle model for retail lending economic capital

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

Year of presentation: 2009

Affiliate institution: Strategic Analytics Inc

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