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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Risk Based Pricing of Unsecured Loans Under Model Risk | Mark Somers | 2019 | 4most | Download Slides (PDF) / Download Abstract (Word) |
| Rise of the Machines—The Future of Credit Scoring? | Matthew Jones, John Roberts | 2019 | Nationwide Building Society | Download (Word) |
| Responsible AI—Avoiding Unwanted Bias in Credit Scoring | Thomas Cronin, Valeria Cortez Vaca Diez | 2019 | Lloyds Banking Group | Download (Word) |
| Reliable Machine Learning Region Predictions for Automated Valuation Models | Anthony Bellotti | 2019 | Imperial College London | Download (Word) |
| Reducing Model Risk Using Bayesian Approach: Application to PD Modelling of Mortgage Loans | Zheqi Wang, Jonathan Crook, Galina Andreeva | 2019 | The University of Edinburgh | Download (Word) |
| Reducing Estimation Risk Using Bayesian Approach: Application to Stress Testing Mortgage Loan Default | Zheqi Wang, Jonathan Crook, Galina Andreeva | 2019 | The University of Edinburgh | Download (Word) |
| Quantification of Model Risk: Research and Development Framework for the Application of Machine Learning to Quantify Model Risk | Yung Hui Chong, Alan Forrest, Thomas Clifford, Edward Venter | 2019 | Deloitte, Clydesdale and Yorkshire Bank | Download (Word) |
| Procyclicality: It Depends on the Model | Joseph L. Breeden | 2019 | Prescient Models | Download Slides (PDF) / Download Abstract (Word) |
| 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) |
| Pre-Conference Workshop: Introduction to Credit Risk Modelling | Galina Andreeva | 2019 | The University of Edinburgh | Download (PDF) |
| 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) |
| Optimal Path Planning for Consumer Credit Score Improvement | Lewis Jordan, Matthew Turner, Allan Joshua, Stephen Miller | 2019 | Equifax | Download Slides (PDF) / Download Paper (Word) |
| Open Challenges of Stress Testing Under IFRS 9 | Sonia Caverzan | 2019 | Jaywing | Download (PDF) |
| 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) |
| On the Stress Testing Credit Default Using Survival Models | Viani Biatat Djeundje, Jonathan Crook | 2019 | The University of Edinburgh | Download (Word) |