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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| An Empirical Look at Psychometric-Based Credit Scoring | Saul Fine | 2021 | Innovative Assessments | Download Abstract (Word) |
| An Optimization Framework for Improving Authorization Decisions on Credit Card Transactions | Billibaldo Martinez Aranda | 2021 | FICO | Download Abstract (Word) |
| Application of Machine Learning in Credit Risk Scorecards | Danilo Blagojevic | 2021 | Tesco Bank | Download Abstract (Word) |
| Are CDS Spreads Predictable During Covid-19 Pandemic? Forecasting Based on SVM, GMDH, LSTM, and Markov Switching Autoregression | Darko Vukovic, Kirill Romanyuk, Elena Grigorieva | 2021 | People’s Friendship University Of Russia (RUDN University) | Download Abstract (Word) |
| Are We Living in an Illusion? A Fresh Look at the Importance of Bank Capital in the Quest for Stability | Fernando Moreira | 2021 | University Of Edinburgh Business School | Download Abstract (Word) |
| Assessing Disparate Impact for Machine Learning Credit Scoring Models: The Available Data Do Not Meet Analytical Requirements | Michael McBurnett | 2021 | Equifax | Download Abstract (Word) / Download Paper (Word) |
| Assessment of Survival Analysis Approaches to IFRS9 Implementation for Retail Portfolios | Andrea Lunelli, Konstantinos Bousoulas, Ansgar Wenzel, Sylvain Willart | 2021 | Advanzia Bank SA | Download Abstract (Word) / Download Paper (Word) |
| Autologistic Anti-money Laundering Model Based on Improved MCEM | Zhang Ruoyan, Li Zhengtao | 2021 | Shanghai University of International Business and Economics | Download Abstract (Word) |
| Automatic Re-weighting of Mobile Lending Scorecards | Naeem Siddiqi, Catherina Van der Merwe, Simran Padam | 2021 | SAS Institute | Download Abstract (Word) / Download Slides (PDF) |
| Balancing the Books: Using an Optimization Framework to Increase Payback While Controlling Costs and Efficiencies in Collections | Sebastian Garcia, Rene Javier | 2021 | FICO | Download Abstract (Word) |
| Bayesian Approach in LGD Estimations | Aneta Ptak-Chmielewska, Paweł Kopciuszewski | 2021 | ING Tech Poland | Download Abstract (Word) |
| Bootstrapping Based Method to Establish AR/KS Thresholds for Model Monitoring | Sean Myers, Dina Duhon, Anthony Van Berkel, Kichu Xavier James | 2021 | Bank Of Montreal | Download Abstract (Word) |
| Building Interpretable and More Accurate Credit Risk Scorecards With Machine Learning | Eduardo Contreras, Lachezara Koteva, Torgunn Ringsjø | 2021 | 4most | Download Abstract (Word) |
| Building Resilient AI Systems That You Can Trust | Terisa Roberts, Bilal Yurdakul | 2021 | SAS Institute | Download Abstract (Word) |
| Calibration Alternatives to Logistic Regression and Their Potential for Transferring the Dispersion of Discriminatory Power Into Uncertainties of Probabilities of Default | Jan Wosnitza | 2021 | Deutsche Bundesbank | Download Abstract (Word) |