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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Long-run and Downturn Credit Risk Estimates for Basel IRB Using Bureau Data | Vasileios Ioannou | 2019 | Equifax | Download Slides (PDF) / Download Abstract (Word) |
| Machine Learning-driven Credit Risk Modelling Using Smartphone Metadata | Dmytro Kurov | 2019 | CredoLab Pte Ltd | Download (Word) |
| Mixture Model for EAD Using GAMLSS Framework | Suttisak Wattanawongwan, Mee Chi So, Christophe Mues, Ramin Okhrati, Taufiq Choudhry | 2019 | University of Southampton | Download Slides (PDF) / Download Abstract (Word) |
| Modelling Behavioural Life of Retail Mortgages: Aligning Financial Disciplines with Credit Portfolio Management | Andy Johnson, Joanne Gorringe | 2019 | Leeds Building Society | Download (PDF) |
| Modelling Mortgage Default Resolution Times | Trevor Fitzpatrick, Christophe Mues | 2019 | University of Southampton | Download (Word) |
| Multihorizon Discrete Time Survival Models | Joseph L. Breeden, Jonathan Crook | 2019 | Prescient Models, The University of Edinburgh | Download Slides (PDF) / Download Abstract (Word) |
| Non-Linearity and Asymmetry of Economic Effects on Portfolio Losses | Sonia Caverzan | 2019 | Jaywing | Download (PDF) |
| On the Stress Testing Credit Default Using Survival Models | Viani Biatat Djeundje, Jonathan Crook | 2019 | The University of Edinburgh | Download (Word) |
| Open Banking Current Account Information Has the Power to Transform Credit Scoring and Lending Decisions—A Case Study | Marc Gaudart, Domjan Baric, Sinisa Slijepcevic | 2019 | Trent Advisory Services, Cantab Predictive Intelligence | Download (PDF) |
| Open Challenges of Stress Testing Under IFRS 9 | Sonia Caverzan | 2019 | Jaywing | Download (PDF) |
| Optimal Path Planning for Consumer Credit Score Improvement | Lewis Jordan, Matthew Turner, Allan Joshua, Stephen Miller | 2019 | Equifax | Download Slides (PDF) / Download Paper (Word) |
| Personality, Financial Knowledge, and Credit Performance: A Comparison of US and UK | Galina Andreeva, Saul Fine | 2019 | The University of Edinburgh, Innovative Assessments | Download (PDF) |
| Pre-Conference Workshop: Introduction to Credit Risk Modelling | Galina Andreeva | 2019 | The University of Edinburgh | Download (PDF) |
| Predictive Models with Explanatory Concepts: A General Framework for Explaining Machine Learning Credit Risk Models that Simultaneously Increases Predictive Power | Michael McBurnett, Matthew Turner | 2019 | Equifax | Download Slides (PDF) / Download Paper (Word) |
| Procyclicality: It Depends on the Model | Joseph L. Breeden | 2019 | Prescient Models | Download Slides (PDF) / Download Abstract (Word) |