Call for abstracts! - OR54 Credit Risk Management Stream: Edinburgh, 4-6 September 2012
Credit Risk Management papers needed!
The OR (Operational Research) Society is holding its annual conference on the 4th – 6th Sept 2012 at the University of Edinburgh.
I am organising the Credit Risk Management stream this year. We invite submissions in any of the following areas: default modelling, portfolio risk modelling, liquidity modelling, modelling for capital requirements or regulation, survival analysis, PIT/TTC modelling, intensity modelling, loss given default modelling, exposure at default modelling, inclusion of states of the economy into default modelling, classification algorithms, portfolio optimisation, offer modelling, profitability scoring, fraud scoring. The application areas can be in consumer loans, mortgages, SMEs, or large corporates. Case studies are also welcome.
Please submit by 30th March a title and a brief abstract not exceeding 300 words. To submit an Abstract online please use the following link:-
If you have any queries, please contact me at
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