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Why and how to put economic factors into risk management systems

2. Outline . Scoring as a way of modelling retail credit riskProblems with scoring because no economics involvedIncorporating macro economic impacts into scorecardsCase study from invoice discounting. 3. Scoring as a way of modelling retail credit risk. Retail credit risk models traditionally b

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Why and how to put economic factors into risk management systems

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    1. 1 Lyn C Thomas Quantitative Financial Risk Management Centre, School of Management University of Southampton, UK ICCR London Oct 4 2011

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