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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Millennials and credit: use, data sharing and financial literacy | Galina Andreeva | 2017 | The University of Edinburgh | Download (PDF) |
| Machine learning performance over long time horizons | Yazhe Li, Tony Bellotti, Niall Adams | 2017 | Imperial College London | Download (PDF) |
| Loss estimation for retail credit using Monte Carlo simulation | Anthony Bellotti | 2017 | Imperial College London | Download (Word) |
| Limiting credit portfolio loss without probability measures | João Pires da Cruz, Catia Silva, Kanshukan Rajaratnam, Peter Beling, George A. Overstreet Jr. | 2017 | University of Lisbon, Red Zebra Analytics, University of Cape Town, University of Virginia | Download (Word) |
| LGD Modelling – comparison of models | Sukriye Tuysuz, Emre Unal | 2017 | Yeditepe University, Turkiye Finans | Download (PDF) |
| Issues using logistic regression for highly imbalanced data | Yazhe Li, Niall Adams, Tony Bellotti | 2017 | Imperial College London | Download (PDF) |
| Isn’t there really enough data to produce good LGD and EAD models? | Massimo Cutaia | 2017 | Credit Suisse Global Credit Data | Download (PDF) |
| Interpretable credit scoring. Methodological adaptations to the right to explanation | Belen Martin-Barragan | 2017 | University of Edinburgh | Download (PDF) |
| Information noise and credit risk; evidence from corporate bankruptcy | Xin Xu | 2017 | Unisys Analytics | Download (PDF) |
| Increasing credit scoring using streaming delayed supervised information | Joshua Plasse, Niall Adams | 2017 | Imperial College London, Heilbronn Institute for Mathematical Research | Download (PDF) |
| Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards | Jonathan Crook, Viani Djeundje | 2017 | The University of Edinburgh | Download (PDF) |
| IFRS 9: To comply and compete | David Binder | 2017 | FICO | Download (PDF) |
| IFRS 9: Survival analysis with an application in Apache Spark | Hristiana Vidinova, Dimitar Vasilev | 2017 | Experian | Download (PDF) |
| IFRS 9: Probably weighted and biased? | Alexander Marianski | 2017 | Deloitte LLP | Download (PDF) |
| IFRS 9: Does one model fit all? Lessons from the ashes of the Great Moderation | Hugo Chim | 2017 | Deloitte UK | Download (PDF) |