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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Stress Testing Behavioural and Macroeconomic Risks in Credit Portfolios | Jonathan Crook, Viani Djeundje | 2021 | Credit Research Centre | Download Abstract (Word) |
| Super-App Environments: Value and Implications in Consumer Lending Services | Luisa Roa Ballen, Alejandro Correa-Bahnsen, David Zarruk, Gabriel Suárez, Jaime D. Acevedo-Viloria, Ana María Quintero, Fernando Cortés-Tejada | 2021 | Rappi | Download Abstract (Word) / Download Paper (Word) |
| The Climate-Adjusted Credit Risk: A Case Study for UK Mortgages | Cecilia Bocchio, Pouyan Mashayekh, Petr Zemcik | 2021 | Moody's Analytics | Download Abstract (Word) |
| The impact of Income Shocks to Probability of Default Estimates | Vassilis Ioannou, Raffaella Calabrese | 2021 | Equifax | Download Abstract (Word) / Download Slides (PDF) |
| The Impact of Machine Learning Models in the Regulatory Stress Testing | Frederico Barros Diniz | 2021 | FICO | Download Abstract (Word) |
| The Impact of Macroeconomic Scenarios on Recurrent Delinquency: A Stress Testing Framework Using Multi-State Models for Mortgages | Cecilia Bocchio, Jonathan Crook, Galina Andreeva | 2021 | University Of Edinburgh Business School | Download Abstract (Word) / Download Paper (Word) |
| The Impact of Natural Disasters on Us Mortgage Defaults | Pouyan Mashayekh | 2021 | Moody's Analytics | Download Abstract (Word) |
| The Impact of the 2020 Global Crisis on the Credit Default Swap Market | Kirill Romanyuk | 2021 | National Research University Higher School Of Economics | Download Abstract (Word) |
| Time-Dependent Survival Model Combined with Complex Network: Evidence from Corporate Bond Default Data in China | Feng Shen, Run Wang | 2021 | Southwestern University Of Finance And Economics | Download Abstract (Word) |
| Towards Fair Credit Allocation | Domonkos Vamossy, Stefania Albanesi | 2021 | University Of Pittsburgh | Download Abstract (Word) |
| Understanding Economic Benefits of Combining Credit Scorecards | Blazej Kochanski | 2021 | Gdansk University Of Technology | Download Abstract (Word) |
| Understanding Machine Learning Model Performance in an Economic Downturn | John Roberts, Raffaella Calabrese | 2021 | Nationwide | Download Abstract (Word) |
| Unleashing the Power of Open Banking Data for Affordability Assessment: A New Approach to Understanding Consumers Personal Budget Configurations and Financial Habits With Unsupervised Learning | Paul Peyré, Camille Charreux, Marc Gaudart | 2021 | Algoan | Download Abstract (Word) / Download Slides (PDF) |
| Use of Loyalty Data in Credit Risk Assessment Models | Danilo Blagojevic | 2021 | Tesco Bank | Download Abstract (Word) |
| Using Borrower Resilience to Inform Strategies Across the Credit Lifecycle and Across the Economic Cycle | Gerald Fahner, David Binder | 2021 | FICO | Download Abstract (Word) |