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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Applying CECL to US mortgage: a case study in alternatives, impacts, accuracy, and complexity | Joseph L. Breeden | 2017 | Prescient Models LLC | Download (Word) |
| An estimation technique for deriving the Basel LGD on a retail bank mortgage portfolio | Morne Joubert, Helgard Raubenheimer, Tanja Verster | 2017 | North-West University | Download (PDF) |
| An application of profit scoring for the different types of behaviour of credit card holders with panel data | Denys Osipenko, Jonathan Crook | 2017 | The University of Edinburgh | Download (PDF) |
| A random-effects construction of EMV models – a solution to the identification problem? | Peter Clarke | 2017 | Deva Statistical Consulting Ltd | Download (PDF) |
| A joint credit scoring model for peer-to-peer lending and credit bureau: a flexible bivariate model with copula dependence structure | Raffaella Calabrese, Silvia Angela Osmetti, Luca Zanin | 2017 | The University of Edinburgh, Catholic University of the Sacred Heart, Prometeia | Download (PDF) |
| A framework for scorecard modelling using R | Gero Szepannek | 2017 | Stralsund University of Applied Sciences | Download (PDF) |
| A fractal ROC curve – a simple model for impact of Gini coefficient’s improvement on credit losses | Blazej Kochanski | 2017 | Gdansk University of Technology (Politechnika Gdanska) | Download (PDF) |
| A dynamic credit scoring model based on contour subspaces | Kirill Romanyuk | 2017 | Saint Petersburg State University | Download (PDF) |
| A cross-sectional survival analysis regression model with applications to consumer credit risk | Mercy Munemo, Musa Malwandla, Gerbrand Breed | 2017 | Barclays Africa Group | Download (Word) |
| A credit scoring model based on alternative mobile data for financial inclusion | Xinhai Liu, Wei Ding, Ti Wang, Xiangfeng Meng | 2017 | Peking University, China Unicom Network Technology Research Institute, People's Bank of China | Download (Word) |
| A credit evaluation model based on random walk for guaranteed loan among enterprises | Xinhai Liu, Xiangfeng Meng | 2017 | Peking University, People's Bank of China | Download (Word) |
| A Comparison of Feature Generation Techniques for Credit Risk Modelling | Dan Kellett | 2017 | Capital One | Download (PDF) |
| Workout periods and loss given default: decomposing the macroeconomic effect on recovery rates | Dimitrios Papanastasiou | 2015 | The University of Edinburgh, Bank of England | |
| What personality measures could predict credit repayment behaviour? | Dean Caire, Galina Andreeva, Wendy Johnson | 2015 | The University of Edinburgh, CFA | Download Paper (PDF) |
| Understanding differential cycle sensitivity for loan portfolios | James O'Donnell | 2015 | Westpac | Download Paper (PDF) |