Title Presenter(s) Year Affiliate Institution Paper
Applying CECL to US mortgage: a case study in alternatives, impacts, accuracy, and complexity Joseph L. Breeden 2017 Prescient Models LLC Download (Word)
Automated documentation creation for a streamlined, compliant score build process Jonathan Clarke, Matthew Pead 2017 LexisNexis Risk Solutions Download (PDF)
Bayesian models of car lease frauds Katarzyna Bijak, Anna Matuszyk 2017 University of Southampton, Warsaw School of Economics Download (Word)
Beautiful interlinks in credit scoring Yuriy Strilets 2017 Bank Austria AG Download (PDF)
Bias-free text evaluations in Micro and SME credit scoring using deep learning Cristián Bravo 2017 University of Southampton Download (Word)
Competing risks models of default in the presence of early repayments Eva Wycinka 2017 University of Gdansk Download (PDF)
Completely automated credit scoring. From scorecards development to its implementation in the credit process Dmitry Berestnev, Oleg Travkin 2017 Sberbank Download (PDF)
Credit risk estimates using credit bureau data Vasileios Ioannou 2017 Equifax Download (PDF)
Demographic income estimation in practice Ross Gayler 2017 Download (PDF)
Do credit ratings affect spread and return? A study of structured finance products Fernando Moreira, Sheng Zhao 2017 The University of Edinburgh Download (Word)
Does the bank rating function as a ‘middleman’? An analysis of the relationship among sovereign ratings, bank ratings and bank performances Sheng Zhao, Fernando Moreira, Tong Wang 2017 The University of Edinburgh Download (Word)
Endogenous/exogenous segmentation in the A-IRB framework and the pro-cyclicality of capital: an application to mortgage portfolios Jose Canals-Cerda 2017 Federal Reserve Bank of Philadelphia Download (PDF)
Estimating consumer default sensitivities to financial stress factors through counterfactual analysis Gerald Fahner 2017 FICO Download (PDF)
Exogenous Maturity Vintage (EMV) modelling based on through the cycle maturity Lubomir Burian 2017 RBS plc Download (PDF)
Generalised additive models for discrete time survival data with applications to credit risk Viani Djeundke, Jonathan Crook 2017 The University of Edinburgh Download (Word)

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