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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Mixed-Effects Modelling of Individual Accounts Performance in Credit Loan Portfolios and Stress Testing | Viani Djeundje Biatat | 2021 | University of Edinburgh | Download Abstract (Word) |
| Model Risk Quantification | Andrew Parr | 2021 | Basinghall Analytics | Download Abstract (Word) |
| Modelling Prepayment Factor for Optimising EAD and ECL Under IFRS 9: Research and the Case Study | Dmytro Kolechko | 2021 | Vietnam Prosperity Bank | Download Abstract (Word) |
| Modelling the Impact of Climate Change Physical Risk on Mortgage Credit | Ivelina Nilsson, Thomas Clarke | 2021 | 4most Europe | Download Abstract (Word) |
| Navigate Machine Learning Models Through the Pandemic | Anuj Jain, Jiahang Zhong | 2021 | Zopa Ltd | Download Abstract (Word) |
| Navigate Machine Learning Models Through the Pandemic | Drikus du Toit, WD Schutte | 2021 | Capitec Bank | Download Abstract (Word) |
| On the Development of Repeated Measure Models for Predictive Credit Scoring | Howard Hamilton, Jeffery Dugger | 2021 | Equifax | Download Abstract (Word) / Download Paper (Word) / Download Slides (PDF) |
| On the Implementation of the New Definition of Default (NDoD) Within the IFRS 9 Impairment Methodological Framework | Ferdinand Paraguas, Bart de Boer, Yohann Tinkeu | 2021 | BNP Paribas Personal Finance BV | Download Abstract (Word) |
| OptiLIME: Reliable Explanations of Machine Learning Models in Credit Scoring | Enrico Bagli, Giorgio Visani, Federico Chesani | 2021 | Università Di Bologna | Download Abstract (Word) |
| Optimised Risk Based Pricing | Pinay Patel | 2021 | Jaywing | Download Abstract (Word) |
| PD Model Performance and Risks Explained Through Insightful Monitoring | Andrew Parr | 2021 | Basinghall Analytics | Download Abstract (Word) |
| Predicting Customer Lifetime Value Using Machine Learning Models and Monte-Carlo Simulation | Natalia Lyarskaya, Sarvesh Pradhan, Asif Ali, Rishabh Agarwal, Arihant Jain | 2021 | ZestMoney | Download Abstract (Word) |
| Predicting Loss Given Default of Unsecured Consumer Loans with Time-varying Survival Scores | Aimin Li | 2021 | Southwestern University of Finance and Economics | Download Abstract (Word) / Download Paper (Word) |
| Predicting Loss Given Default Using Post-Default Information | Xiao Yao, Ke Li, Fanyin Zhou, Zhiyong Li, Yashu Zhang | 2021 | Central University Of Finance And Economics China | Download Abstract (Word) |
| Protecting the Foundation: Retaining Your Mortgage Portfolio | Rebecca Oakes | 2021 | Equifax Canada | Download Abstract (Word) |