Title Presenter(s) Year Affiliate Institution Paper
IFRS 9 Data Analytics: A Machine Learning Early Warning System for Trend Recognition and Portfolio Optimisation Sebastian Fernandez 2019 KPMG LLP Download (PDF)
Identifying Fraud Risk By Pairing Physical and Digital Data Footprints Jonathan Clarke 2019 LexisNexis Risk Solutions Download (Word)
How to Manage a Portfolio of Models Alan Forrest 2019 Clydesdale and Yorkshire Bank Download (PDF)
How Alternative Data Can Help Unbanked Population Acquire Traditional Loans Dmitry Borodin 2019 Creditinfo Download (Word)
Hierarchical Bayesian Modelling of Exposure at Default for Revolving Credit Facilities Mark Bass 2019 Barclays Download (PDF)
Gradient Boosting Survival Tree with Applications in Credit Scoring Miaojun Bai, Yun Shen, Yan Zheng 2019 360 Finance Inc. Download Slides (PDF) / Download Paper (Word)
Future Score Projection Michael Joyce 2019 Experian Download (PDF)
From Incurred Loss to Current Expected Credit Loss (CECL): A Forensic Analysis of the Allowance for Loan Losses in Unconditionally Cancelable Credit Cards Portfolios José Canals-Cerdá 2019 Federal Reserve Bank of Philadelphia Download (Word)
Forecasting Recovery Rates on Non-performing Loans with Machine Learning Paolo Gambetti, Anthony Bellotti, Damiano Brigo, Frédéric Vrins 2019 UC Louvain, Imperial College London Download (Word)
Fishing for Mules with Nets Andreas Schaefer, Daniel Clegg 2019 Royal Bank of Scotland Download (Word)
Explanations of Machine Learning Predictions: A Mandatory Step for its Application to Operational Processes Giorgio Visani, Federico Chesani, Enrico Bagli, Davide Capuzzo, Alessandro Poluzzi 2019 Università degli Studi di Bologna, CRIF S.p.A. Download (Word)
Explainable AI in Practice: Using NDT Gen 3 with UK CRA Data Stephen Miller, Natalie Scott, Trang Luong, Steven Upton, Tanvi Verma, Kamini Patel 2019 Equifax Download (PDF)
Explainability and Predictability of Textual Financial Reports on Corporate Default: A Sentiment Analysis Approach Hung Ba, Su Nguyen, Nam Huynh 2019 The University of Edinburgh, La Trobe University, School of Knowledge Science, JAIST Download (Word)
Exogenous Maturity Vintage (EMV) Modelling Based on Through the Cycle Maturity Defined as a Markov Transition Matrix Lubomir Burian, Kosmas Panagiotidis 2019 Royal Bank of Scotland Download (PDF)
Evaluation of Credit Decisions for Evidence of Unfair Lending JT Richardson 2019 Essex Lake Group Download Slides (PDF) / Download Abstract (Word)

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