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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Non-Linearity and Asymmetry of Economic Effects on Portfolio Losses | Sonia Caverzan | 2019 | Jaywing | Download (PDF) |
| Multihorizon Discrete Time Survival Models | Joseph L. Breeden, Jonathan Crook | 2019 | Prescient Models, The University of Edinburgh | Download Slides (PDF) / Download Abstract (Word) |
| Modelling Mortgage Default Resolution Times | Trevor Fitzpatrick, Christophe Mues | 2019 | University of Southampton | Download (Word) |
| Modelling Behavioural Life of Retail Mortgages: Aligning Financial Disciplines with Credit Portfolio Management | Andy Johnson, Joanne Gorringe | 2019 | Leeds Building Society | Download (PDF) |
| 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) |
| Machine Learning-driven Credit Risk Modelling Using Smartphone Metadata | Dmytro Kurov | 2019 | CredoLab Pte Ltd | Download (Word) |
| Long-run and Downturn Credit Risk Estimates for Basel IRB Using Bureau Data | Vasileios Ioannou | 2019 | Equifax | Download Slides (PDF) / Download Abstract (Word) |
| Liquid Scorecards: Overcoming the Discontinuity Problem with Traditional Scorecards | Gerald Fahner, Bruce Hoadley | 2019 | FICO | Download (PDF) |
| Joint Model for Longitudinal and Survival Data: An Approach in Credit Risk Analysis | Victor Medina, Raffaella Calabrese, Jonathan Crook | 2019 | The University of Edinburgh | Download (Word) |
| Interpretable Machine Learning Scorecards | Nikolay Filipenkov, Andrey Denisenko | 2019 | SAS Institute | Download (Word) |
| Interpretable Analytics in Banking | Belen Martin-Barragan | 2019 | The University of Edinburgh | Download (Word) |
| Innovations in LGD Modelling, Within Regulatory Constraints | Richard Knight, Laurence Winiarski | 2019 | Nationwide Building Society | Download (PDF) |
| Incorporating Trended Performance Data Within Generic Bureau Scores for Assessing Credit Risk | Iain Deuchars | 2019 | Experian | Download (Word) |
| Illuminating the Black Box: Machine Learning Model Explanation | John Oxley, Eric McVittie | 2019 | Experian | Download (PDF) |
| IFRS 9: Significant Increase in Credit Risk | Katie Cleary, Kathleen Macnee | 2019 | TSB | Download (PDF) |