THE UNIVERSITY OF EDINBURGH MANAGEMENT SCHOOL
CREDIT RESEARCH CENTRE
DYNAMIC CONSUMER RISK MODELLING AND THE ECONOMY CONFERENCE
University of Edinburgh Management School,
7 Bristo Square, Edinburgh
4 April 2008
You are invited to attend the above conference.
Introduction
Changes in consumer risk over time are now a crucial aspect of risk
modelling for lenders. This area covers a large range of issues including
point in time versus through the cycle modelling, survival modelling,
customer lifetime value, incorporation of states of the economy into
credit risk and LDG modelling, markov chain models and many others. The
aim of this one day conference is to generate discussion of these issues.
Programme
Presentations by
* Jonathan Crook & Tony Bellotti (Credit Research Centre) Dynamic
Consumer Modelling: an Overview
* Daniel Rosch (Leibniz University of Hannover) Stress-Testing Credit Risk
Parameters - An Application to Retail Portfolios
* Jo Whittaker (University of Lancaster) Multicollinearity between
Macroeconomic Variables and Dynamic Risk Modelling
* Dickon Brough (Financial Services Authority) Regulatory issues
* Joe Breeden (Strategic Analytics) Computing the Diversification
Benefit for Retail Portfolios
*Alan Lucas (Rhino Risk) Customer Life Time Value Modelling
To register for the conference please visit our website:
http://www.crc.man.ed.ac.uk/ or contact Jean Goldring on +44(0) 131 650
8070; [log in to unmask]
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