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

Multi-collinearity of MEVs in risk modelling: using divergence weighted independence graphs

Presenter(s): Joe Whittaker

Year of presentation: 2008

Affiliate institution: Lancaster University

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Conference Papers

Stress testing: a regulator’s view

Presenter(s): Dickon Brough

Year of presentation: 2008

Affiliate institution: Financial Services Authority

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Conference Papers

Customer lifetime value modelling

Presenter(s): Alan Lucas

Year of presentation: 2008

Affiliate institution: Rhino Risk Ltd

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