University of Edinburgh Business School
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Showing results 71-80 of 87 for Conference Papers in 2013

Conference Papers
Re-thinking economic risks to retail portfolios
Presenter(s): Eric McVittie
Year of presentation: 2013
Affiliate institution: Experian
Conference Papers
Incorporating lifecycle and environment in loan-level forecasts and stress tests
Presenter(s): Joseph L. Breeden
Year of presentation: 2013
Affiliate institution: Prescient Models
Conference Papers
Are we just tinkering?
Presenter(s): Alan Lucas; Vijay Krishnaswamy
Year of presentation: 2013
Affiliate institution: Avenir Risk Ltd; Hymans Robertson LLP
Conference Papers
Studying the effect of monetary and fiscal policy on bank’s non-performing loans (a case study in Middle East countries)
Presenter(s): Eaman Noorbakhsh; Hadi Heidari
Year of presentation: 2013
Affiliate institution: Karafarin Bank; Monetary and Banking Research Institute of the Central Bank of Iran
Conference Papers
Model misspecification risk in stress testing
Presenter(s): Mark Somers; Sameer Patel
Year of presentation: 2013
Affiliate institution: 4Most (Europe) Ltd
Conference Papers
Modelling the collections policy
Presenter(s): Mee Chi So; Adiel T. De Almeida Filho; Christophe Mues; Lyn Thomas
Year of presentation: 2013
Affiliate institution: University of Southampton; Federal University of Pernambuco
Conference Papers
The spatial correlation of credit risk and its gain in credit scoring models
Presenter(s): Guilherme Barreto Fernandes; Prof Rinaldo Artes
Year of presentation: 2013
Affiliate institution: Insper; Serasa Experian
Conference Papers
Forecasting non-performing loan ratio in Turkey using Box-Jenkins approach
Presenter(s): Metin Vatansever
Year of presentation: 2013
Affiliate institution: Yildiz Technical University
Conference Papers
A stochastic Markov model for predicting cash recoveries on a defaulted retail bank portfolio
Presenter(s): David Brown
Year of presentation: 2013
Affiliate institution: Hyman Robertson LLP
Conference Papers
A mean-reverting model to create macroeconomic scenarios for credit risk models
Presenter(s): Joseph L. Breeden
Year of presentation: 2013
Affiliate institution: Prescient Models