University of Edinburgh Business School
Latest from the CRC
Working Papers
Customer Profitability Analysis of a Colombian Microcredit Program
Year of publication: 2014
Author(s): Andreeva, Ansell and Barrios
Working Papers
Estimation of Joint Credit Losses Based on Poisson Processes and a Suggestion for Basel Accords
Year of publication: 2012
Author(s): Moreira
Working Papers
Data Frequency and Dependence Structure in Stock Markets
Year of publication: 2012
Author(s): Moreira
Working Papers
Estimating Portfolio Credit Losses in Downturns
Year of publication: 2012
Author(s): Moreira
Working Papers
The Effects of Health Shocks on Debt Holdings by Older American Households
Year of publication: 2010
Author(s): Crook and Hochguertel
Working Papers
Asset Correlations for Credit Card Defaults
Year of publication: 2010
Author(s): Bellotti and Crook
Working Papers
Retail Credit Stress Testing Using a Discrete Hazard Model with Macroeconomic Factors
Year of publication: 2010
Author(s): Bellotti and Crook
Working Papers
Forecasting and Stress Testing Credit Card Default Using Dynamic Models
Year of publication: 2009
Author(s): Bellotti and Crook
Working Papers
Loss Given Default models for UK retail credit cards
Year of publication: 2009
Author(s): Bellotti and Crook
Working Papers
Bank Rating Assignments: Rocket Science or a Crystal Ball? International Evidence
Year of publication: 2009
Author(s): Bellotti
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