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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Spatial contagion in mortgage defaults: a survival approach | Raffaella Calabrese, Jonathan Crook | 2017 | The University of Edinburgh | Download (Word) |
| Survival models for credit risks with time varying parameters | Viani Djeundje, Jonathan Crook | 2017 | University of Edinburgh | Download (Word) |
| The extended exogenous maturity vintage model across the consumer credit lifecycle | Musa Malwandla, Allan Clark, Kanshukan Rajaratnam | 2017 | University of Cape Town, Standard Bank of South Africa | Download (PDF) |
| The statistical dilemma: forecasting future losses under a benign economic environment, a trade off between statistical robustness and business need | Katie Cleary | 2017 | TSB | Download (PDF) |
| Transaction data categorisation for credit decisioning | Kevin Allen, Phil Grady, Daniel Weaver, Roger Vincent | 2017 | Castlight Financial, Equifax | Download (PDF) |
| Usage of early warning signs scoring models for cross selling credit products: a case study | Dmytro Kolechko | 2017 | Vietnam Prosperity Bank | Download (PDF) |
| Using AI and machine learning to comply with anti-money laundering regulations | Scott Zoldi | 2017 | FICO | Download (PDF) |
| When you’re drowning in collections, optimising your swimming technique can be helpful | Bruce Curry, Andy Harrison | 2017 | FICO | Download (PDF) |
| Will machine learning and hyperparameter optimization become a game changer for credit scoring? | Knut Opdal, Thomas Hill, Rikard Bohm | 2017 | StatSoft, Quest Information Management | Download (Word) |
| 'Downturn' estimates for Basel credit risk metrics | Eric McVittie | 2015 | Experian | Download Paper (PDF) |
| A mover-stayer model with covariates for instalment loans repayment process | Halina Frydman, Anna Matuszyk | 2015 | New York University, Warsaw School of Economics | Download Paper (PDF) |
| A profit-based approach for evaluating LGD regressions | Cristián Bravo, Wouter Verbeke | 2015 | ||
| 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) |