 |
 |
Risk Management in the Retail Financial Services sector 17th April 2007, 9:45 - 5:30pm Imperial College London South Kensington Campus London, UK This is a one-day symposium organised by the Quantitative Financial Risk Management Centre. It will be led by researchers from Imperial College London, the University of Southampton and the University of Edinburgh. Programme "New approaches to modelling Loss Given Default" Jonathan Crook, Tony Bellotti, Galina Andreeva and Jake Ansell "Loss Given Default process modelling" Anna Matuszyk "Predicting consumer behaviour with ATMs" Adam Brentnall, Martin Crowder and David Hand "Plastic Card Fraud Detection using Peer Group analysis" David Weston "Incorporating macroeconomic variables into consumer credit analysis" Tony Bellotti and Jonathan Crook "Modelling the Credit Risk of Consumer Loans through Survival Analysis" Madhur Malik and Lyn Thomas "Selection Bias in Credit Scoring" I-Ding Wu and David Hand "Choosing credit limits to maximise Profit: Markov Decision Process approach" Meko So and Lyn Thomas "Modelling of SME default over different definitions of Financial distress" Jake Ansell, Galina Andreeva and Shu Min Lin Registration Pre-registration is required. Fees are £150, or £25 (research students). Registration forms, abstracts and further information about the event are available from http://qfrmc.imaa.ic.ac.uk/qfrmc/symposium . Please contact Adam Brentnall ([log in to unmask]) for further details.