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Title | Presenter(s) | Year | Affiliate Institution | Paper |
---|---|---|---|---|
Balance sheet constraints and firesale externalities | Jukka Isohätälä, Alistair Milne | 2015 | Loughborough University | Download Paper (PDF) |
Banking system in crisis: an economic capital viewpoint | Antoniou Paschalis, Konstantinos Papalamprou | 2015 | National Bank of Greece, Aristotle University of Thessaloniki | Download Paper (PDF) |
Behavioural scoring evolution: from monthly aggregates to single transactions | Petr Kadeřábek, Marek Dvořák, Matěj Kratochvíl, František Navrátil, Dana Primasová, Jozef Zubrický | 2015 | Erste Group | Download Paper (PDF) |
Benchmarking alternative data for scoring the “Uns” | Bailey Klinger | 2015 | EFL Global Ltd. | Download Paper (PDF) |
Better risk and attrition predictions: using temporal behaviour maps | Shafi Rahman, Nitin Basant | 2015 | FICO | Download Paper (PDF) |
Calculating optimal limits for transacting credit card customers | Jonathan Budd, Peter Taylor | 2015 | The University of Melbourne | |
Collaborative profiling: predictive profiling from other customers’ behaviour | Matthew Kennel, Scott Zoldi | 2015 | FICO | |
Confidence-based z-score (a measure of bank solvency) | Davide Mare, Fernando Moreira, Roberto Rossi | 2015 | The University of Edinburgh | Download Paper (PDF) |
Consumer risk appetite, the credit cycle, and the housing bubble | Joseph L. Breeden, José Canals-Cerdá | 2015 | Prescient Models, Federal Reserve Bank of Philadelphia | Download Paper (PDF) |
Credit risk evaluation for loan guarantee chain in China | Xinhai Liu, Xiangfeng Meng | 2015 | People's Bank of China, Peking University | Download Paper (PDF) |
Credit risk modelling under distressed conditions | Yiannis Dendramis, Elias Tzavalis, Georgios Adraktas, A. Papanikolaou | 2015 | Alpha Bank, Queen Mary University of London, Athens University of Economics and Business | Download Paper (PDF) |
Crisis and LGD: developing a model for the retail portfolio | Konstantinos Papalamprou, Paschalis Antoniou, Apostolos Doukas | 2015 | National Bank of Greece, Aristotle University of Thessaloniki | Download Paper (PDF) |
Cyber analytics: streaming transaction analytics to identify malevolent cyber intrusions | Jehan Athwal, Matthew Kennel, Scott Zoldi | 2015 | FICO | |
Developments in unsecured capital and impairment forecasting | Rachel Bailey, Sam Lacy | 2015 | Lloyds Banking Group | Download Paper (PDF) |
Dynamic scores: proactively managing through-the-cycle risk prediction | Michael Cohen | 2015 | FICO | Download Paper (PDF) |