Title Presenter(s) Year Affiliate Institution Paper
IFRS 9: Evolution not revolution Nevan McBride 2015 Jaywing
Impact of segmentation on the performance measures of LGD models Lyn Thomas, Katarzyna Bijak 2015 University of Southampton Download Paper (PDF)
Independent, multi-bureau capable scoring solutions Sebastian d'Elboux 2015 DecisionMetrics Download Paper (PDF)
Inflated mixture models: applications to multimodality in loss given default Mauro Ribeiro de Oliveira Júnior, Francisco Louza, Gustavo Henrique de Araujo Pereira, Fernando Moreira, Raffaella Calabrese 2015 Caixa Econômica Federal, Federal University of Sao Carlos
Instabilities using Cox PH for forecasting or stress testing loan portfolios Joseph L. Breeden, Anthony Bellotti, Aleh Yablonski 2015 Prescient Models LLC, Imperial College London, Belarusian State University Download Paper (PDF)
It’s not all about the money: bankruptcy prediction using relational data Ellen Tobback 2015 Applied Data Mining, Universiteit Antwerpen Download Paper (PDF)
Managing customer communications with ultra-large scale optimisation Dr Andy Harrison, Sergio Vieira 2015 FICO, Lloyds Banking Group Download Paper (PDF)
Modelling operational risk using extreme value theory and skew t-copulas Betty Johanna Garzon Rozo, Jonathan Crook, Fernando Moreira 2015 The University of Edinburgh Download Paper (PDF)
Multi-bureau data: maximising predictive accuracy and customer understanding Dr Mark Kelly 2015 DecisionMetrics
On a systematic hyperparameter tuning framework in R for credit scoring with special considerations to class imbalance correction Gero Szepannek, Bernd Bischl, Tobias Kühn 2015 Santander Consumer Bank, LMU München Download Paper (PDF)
On the heterogeneous effects of non-credit-related information in online P2P lending: a quantile regression analysis Sirong Luo, Dengpan Liu, Yinmin Ye 2015
Once in a lifetime change: PD modelling under IFRS 9 Thomas Clifford, Pawel Tatarczyk, Robert Richter 2015 Deloitte Download Paper (PDF)
OTC derivatives market reform: looking back and looking forward Eric Heitfield 2015 Federal Reserve Board
Piecewise logistic regression: an application in credit scoring Raymond Anderson 2015 Standard Bank of South Africa Download Paper (PDF)
Predicting and monitoring changes in scoring data Vera Hofer, Georg Krempl 2015 University Graz, University Magdeburg Download Paper (PDF)

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