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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Conference Papers

Stress testing credit risk parameters

Presenter(s): Daniel Rösch and Harald Scheule

Year of presentation: 2008

Affiliate institution: Leibniz Universität Hannover; The University of Melbourne

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Conference Papers

Predicting default of a small business using different definitions of financial distress

Presenter(s): S.-M. Lin; J. Ansell; G. Andreeva

Year of presentation: 2007

Affiliate institution: The University of Edinburgh

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Conference Papers

Analytics in the sub-prime mortgage industry

Presenter(s): Steve Smith

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Cyclical adjustment of point-in-time (PIT) PD

Presenter(s): Sigurdur Ingolfsson; Bjarki Thor Elvarsson

Year of presentation: 2007

Affiliate institution: Riskmanagement Ltd; Glitnir Bank

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Conference Papers

Basel 2: FSA view on long-run PDs, variable scalars and stress testing

Presenter(s): Dickon Brough

Year of presentation: 2007

Affiliate institution: Financial Services Authority

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Conference Papers

Monitoring and forecasting trends in the UK credit industry

Presenter(s): John Oxley

Year of presentation: 2007

Affiliate institution: Experian Decision Analytics

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Conference Papers

Risk modeling and model risk – the IRBA case

Presenter(s): G. Stahl; E. Nill; B. Siehl; J. Wilsberg

Year of presentation: 2007

Affiliate institution: BaFin, Bonn

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Conference Papers

Detecting outliers in credit scoring using logistic regression

Presenter(s): T. de la Rey; J.H. Venter

Year of presentation: 2007

Affiliate institution: North-West University

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