University of Edinburgh Business School
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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
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
Merton models or credit scoring: modelling default of a small business
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
The adoption of small business credit scoring by smaller and smaller banks and the attendant effects on credit availability
Presenter(s): Allen N. Berger; Adrian M. Cowan; W. Scott Frame
Year of presentation: 2007
Affiliate institution: Wharton Financial Institutions Center; St Mary's University; Federal Reserve Bank of Atlanta
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Conference Papers
A methodology for estimating credit ratings and the cost of debt for business units and privately held companies
Presenter(s): Andrea M. A. F. Minardi; Antonio Zoratto Sanvicente; Rinaldo Artes
Year of presentation: 2007
Affiliate institution: Ibmec São Paulo
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Conference Papers
VaR for low default portfolios based on a single factor hazard model
Presenter(s): Joe Whittaker; Zhen Liu; Mark Somers
Year of presentation: 2007
Affiliate institution: Lancaster University
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