Title Presenter(s) Year Affiliate Institution Paper
Look Who’s Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default Caterina Liberati, Lisa Crosato, Marco Repetto 2021 University Of Milano-Bicocca Download Abstract (Word)
Machine Learning, Corporate Bankruptcies, and Variable Selection Ludovico Rossi 2021 Cunef Download Abstract (Word) / Download Paper (Word)
Measuring the Default Risk of Small Business Loans: Improved Credit Risk Prediction using Deep Learning Yiannis Dendramis, Elias Tzavalis, Aikaterini Cheimarioti 2021 Athens University Of Economics And Business Download Abstract (Word)
Mixed-Effects Modelling of Individual Accounts Performance in Credit Loan Portfolios and Stress Testing Viani Djeundje Biatat 2021 University of Edinburgh Download Abstract (Word)
Model Risk Quantification Andrew Parr 2021 Basinghall Analytics Download Abstract (Word)
Modelling Prepayment Factor for Optimising EAD and ECL Under IFRS 9: Research and the Case Study Dmytro Kolechko 2021 Vietnam Prosperity Bank Download Abstract (Word)
Modelling the Impact of Climate Change Physical Risk on Mortgage Credit Ivelina Nilsson, Thomas Clarke 2021 4most Europe Download Abstract (Word)
Navigate Machine Learning Models Through the Pandemic Drikus du Toit, WD Schutte 2021 Capitec Bank Download Abstract (Word)
Navigate Machine Learning Models Through the Pandemic Anuj Jain, Jiahang Zhong 2021 Zopa Ltd Download Abstract (Word)
On the Development of Repeated Measure Models for Predictive Credit Scoring Howard Hamilton, Jeffery Dugger 2021 Equifax Download Abstract (Word) / Download Paper (Word) / Download Slides (PDF)
On the Implementation of the New Definition of Default (NDoD) Within the IFRS 9 Impairment Methodological Framework Ferdinand Paraguas, Bart de Boer, Yohann Tinkeu 2021 BNP Paribas Personal Finance BV Download Abstract (Word)
OptiLIME: Reliable Explanations of Machine Learning Models in Credit Scoring Enrico Bagli, Giorgio Visani, Federico Chesani 2021 Università Di Bologna Download Abstract (Word)
Optimised Risk Based Pricing Pinay Patel 2021 Jaywing Download Abstract (Word)
PD Model Performance and Risks Explained Through Insightful Monitoring Andrew Parr 2021 Basinghall Analytics Download Abstract (Word)
Predicting Customer Lifetime Value Using Machine Learning Models and Monte-Carlo Simulation Natalia Lyarskaya, Sarvesh Pradhan, Asif Ali, Rishabh Agarwal, Arihant Jain 2021 ZestMoney Download Abstract (Word)

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