Conference Papers

Is the price right?

Presenter(s): Hsin-Vonn Seow; Lyn C. Thomsa; M.C. So

Year of presentation: 2009

Affiliate institution: Nottingham University Business School Malaysia; University of Southampton

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Conference Papers

A practical framework for credit risk stress testing

Presenter(s): David Martens; Tony van Gestel; Karlien Vanden Branden; Joachim Jacobs; Bart Baesens

Year of presentation: 2009

Affiliate institution: University College Ghent; KU Leuven; Dexia Group; University of Southampton

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Conference Papers

How wrong is your model? Conservatism, use and uncertainty

Presenter(s): Alan Forrest

Year of presentation: 2009

Affiliate institution: RBS Group

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Conference Papers

Modelling credit risk in portfolios of consumer loans: Transition Matrix models for consumer credit ratings

Presenter(s): Lyn Thomas; Madhur Malik

Year of presentation: 2009

Affiliate institution: University of Southampton

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Conference Papers

Credit card initial limits: how much is too much?

Presenter(s): Mark Somers

Year of presentation: 2009

Affiliate institution: Lloyds Banking Group

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Conference Papers

Measuring economic viability in a competitive Italian market sector by leveraging credit bureau data

Presenter(s): V. Rodilossi

Year of presentation: 2009

Affiliate institution: CRIF

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Conference Papers

Impacts of economic turbulence on commercial bureau scores

Presenter(s): Paul Orton

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

The value of non-financial information in SME risk management

Presenter(s): Edward I. Altman; Gabriele Sabato; Nicholas Wilson

Year of presentation: 2009

Affiliate institution: New York University; RBS Risk Management; Leeds University Business School

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Conference Papers

Application LGD model development: a case study for a leading CEE bank

Presenter(s): Stefan Stoyanov; A. Nisticò

Year of presentation: 2009

Affiliate institution: Experian Decision Analytics

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Conference Papers

Using external ‘Payment Intent’ data to improve discrimination in credit decisions

Presenter(s): Peter Taylor

Year of presentation: 2009

Affiliate institution: The Petra Partnership Ltd

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