Title Presenter(s) Year Affiliate Institution Paper
A survey of random forest usage for fraud detection at Lloyds Banking Group Adam Langron 2015 Lloyds Banking Group
Analytical solutions to multi-period credit portfolio management: a macroeconomic approach Juan M. Licari, Gustavo Ordóñez-Sanz 2015 Moody's Download Paper (PDF)
Application of scoring approach in the LGD estimation Ivana Zohova 2015 Erste Group Download Paper (PDF)
Balance sheet constraints and firesale externalities Jukka Isohätälä, Alistair Milne 2015 Loughborough University Download Paper (PDF)
Banking system in crisis: an economic capital viewpoint Antoniou Paschalis, Konstantinos Papalamprou 2015 National Bank of Greece, Aristotle University of Thessaloniki Download Paper (PDF)
Behavioural scoring evolution: from monthly aggregates to single transactions Petr Kadeřábek, Marek Dvořák, Matěj Kratochvíl, František Navrátil, Dana Primasová, Jozef Zubrický 2015 Erste Group Download Paper (PDF)
Benchmarking alternative data for scoring the “Uns” Bailey Klinger 2015 EFL Global Ltd. Download Paper (PDF)
Better risk and attrition predictions: using temporal behaviour maps Shafi Rahman, Nitin Basant 2015 FICO Download Paper (PDF)
Calculating optimal limits for transacting credit card customers Jonathan Budd, Peter Taylor 2015 The University of Melbourne
Collaborative profiling: predictive profiling from other customers’ behaviour Matthew Kennel, Scott Zoldi 2015 FICO
Confidence-based z-score (a measure of bank solvency) Davide Mare, Fernando Moreira, Roberto Rossi 2015 The University of Edinburgh Download Paper (PDF)
Consumer risk appetite, the credit cycle, and the housing bubble Joseph L. Breeden, José Canals-Cerdá 2015 Prescient Models, Federal Reserve Bank of Philadelphia Download Paper (PDF)
Credit risk evaluation for loan guarantee chain in China Xinhai Liu, Xiangfeng Meng 2015 People's Bank of China, Peking University Download Paper (PDF)
Credit risk modelling under distressed conditions Yiannis Dendramis, Elias Tzavalis, Georgios Adraktas, A. Papanikolaou 2015 Alpha Bank, Queen Mary University of London, Athens University of Economics and Business Download Paper (PDF)
Crisis and LGD: developing a model for the retail portfolio Konstantinos Papalamprou, Paschalis Antoniou, Apostolos Doukas 2015 National Bank of Greece, Aristotle University of Thessaloniki Download Paper (PDF)

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