University of Edinburgh Business School
Latest from the CRC

Showing results 41-50 of 68 for Conference Papers in 2017

Conference Papers
IFRS 9: Does one model fit all? Lessons from the ashes of the Great Moderation
Presenter(s): Hugo Chim
Year of presentation: 2017
Affiliate institution: Deloitte UK
Conference Papers
How can the government intervention can affect the behaviors of inventors and the rating agencies in corporate bond market? Evidence from China’s corporate bond market
Presenter(s): Bo Huang; Lin He; Liqing Chen
Year of presentation: 2017
Conference Papers
Generalised additive models for discrete time survival data with applications to credit risk
Presenter(s): Viani Djeundke; Jonathan Crook
Year of presentation: 2017
Affiliate institution: The University of Edinburgh
Conference Papers
Exogenous Maturity Vintage (EMV) modelling based on through the cycle maturity
Presenter(s): Lubomir Burian
Year of presentation: 2017
Affiliate institution: RBS plc
Conference Papers
Estimating consumer default sensitivities to financial stress factors through counterfactual analysis
Presenter(s): Gerald Fahner
Year of presentation: 2017
Affiliate institution: FICO
Conference Papers
Endogenous/exogenous segmentation in the A-IRB framework and the pro-cyclicality of capital: an application to mortgage portfolios
Presenter(s): Jose Canals-Cerda
Year of presentation: 2017
Affiliate institution: Federal Reserve Bank of Philadelphia
Conference Papers
Does the bank rating function as a ‘middleman’? An analysis of the relationship among sovereign ratings, bank ratings and bank performances
Presenter(s): Sheng Zhao; Fernando Moreira; Tong Wang
Year of presentation: 2017
Affiliate institution: The University of Edinburgh
Conference Papers
Do credit ratings affect spread and return? A study of structured finance products
Presenter(s): Fernando Moreira; Sheng Zhao
Year of presentation: 2017
Affiliate institution: The University of Edinburgh
Conference Papers
Demographic income estimation in practice
Presenter(s): Ross Gayler
Year of presentation: 2017
Affiliate institution: Independent Researcher
Conference Papers
Credit risk estimates using credit bureau data
Presenter(s): Vasileios Ioannou
Year of presentation: 2017
Affiliate institution: Equifax