If you would like a copy of any of these archive papers, please contact crc.conference@ed.ac.uk.
Working papers produced by members of the Credit Research Centre from 1997 to 2014.
Title | Authors | Year Sort ascending |
---|---|---|
Customer Profitability Analysis of a Colombian Microcredit Program | Andreeva, Ansell and Barrios | 2014 |
Estimating Portfolio Credit Losses in Downturns | Moreira | 2012 |
Data Frequency and Dependence Structure in Stock Markets | Moreira | 2012 |
Estimation of Joint Credit Losses Based on Poisson Processes and a Suggestion for Basel Accords | Moreira | 2012 |
Asset Correlations for Credit Card Defaults | Bellotti and Crook | 2010 |
The Effects of Health Shocks on Debt Holdings by Older American Households | Crook and Hochguertel | 2010 |
Retail Credit Stress Testing Using a Discrete Hazard Model with Macroeconomic Factors | Bellotti and Crook | 2010 |
Forecasting and Stress Testing Credit Card Default Using Dynamic Models | Bellotti and Crook | 2009 |
Loss Given Default models for UK retail credit cards | Bellotti and Crook | 2009 |
Bank Rating Assignments: Rocket Science or a Crystal Ball? International Evidence | Bellotti | 2009 |
Time Varying and Dynamic Models for Default Risk in Consumer Loans | Bellotti and Crook | 2009 |
The Effects of Credit Constraints on the Sensitivity of Household Debt to Interest Rate Changes | Crook and Hochguertel | 2009 |
Modelling and estimating Loss Given Default for credit cards | Bellotti and Crook | 2008 |
Merton models or credit scoring: modelling default of a small business | Andreeva, Ansell and Lin | 2007 |
Twenty-five years of the Taffler z-score model: does it really have predictive ability? | Agarwal and Taffler | 2007 |