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| Title | Presenter(s) | Year | Affiliate Institution | Paper |
|---|---|---|---|---|
| Correlation and Residential Mortgage Defaults | Mrs Chiara Maria Ventura, Mr Simone Varotto | 2023 | University of Reading | Download Paper (PDF) |
| Credit Loss Modelling Using Beta Distribution in Bayesian Approach | Professor Aneta Ptak-Chmielewska, Dr Paweł Kopciuszewski, Dr Paweł Kopciuszewski | 2023 | Warsaw School of Economics | Download Abstract (PDF) |
| Credit Poverty Premium: The Cost of Borrowing for the Poor | Miss Fiona Rasanga, Professor Tina Harrison, Professor Raffaella Calabrese | 2023 | University of Edinburgh | Download Abstract (PDF) |
| Credit Risk Through a Causal Lens: How Understanding Discretionary Drivers of Risk Could Improve Credit Operations | Mr Christopher Bockel-Rickermann, Mr Tim Verdonck, Mr Wouter Verbeke | 2023 | Ku Leuven, University of Antwerp | Download Abstract (PDF) |
| Credit Scoring with Dynamic Multilayer Graph Neural Networks | Sahab Zandi, Kamesh Korangi, Kamesh Korangi María Óskarsdóttir, Christophe Mues, Cristián Bravo | 2023 | Reykjavík University, Western University, Southampton Business School, University of Southampton | Download Abstract (PDF) |
| Creditworthiness Dynamics and Hidden Markov Models in High Volatile Scenario | Professor Giulio Mariani, Dottor Lorenzo Quirini | 2023 | Experian, Monte dei Paschi di Siena | Download Abstract (PDF) / Download Paper (PDF) |
| Deep Temporal Graph Networks for Behavioural Scoring Prediction in Revolving Credit Lines | Mr Kamesh Korangi, Mrs María Óskarsdóttir, Mr Christophe Mues, Mr Cristián Bravo | 2023 | University of Southampton Business School, University of Southampton, Western University, Reykjavík University | Download Abstract (PDF) |
| Defining and Comparing SICR-events for Classifying Impaired Loans under IFRS 9 | Dr Arno Botha, Esmeralda Oberholzer, Janette Larney, Professor Riaan De Jongh | 2023 | Centre For BMI, North-West University, FirstRand Bank | Download Abstract (PDF) |
| Developing Alternative PD Model Calibrations for use in CST (and Other Stress Testing) Exercises | Mr Philip Wood | 2023 | Nationwide Building Society | Download Abstract (PDF) |
| Developing Broad-based Credit Scores to Balance Many Objectives | Dr Gerald Fahner | 2023 | FICO | Download Abstract (PDF) |
| Development of a Pragmatic, Robust and Useful Macroeconomic Scalar to Adjust the IFRS 9 PD for Forward-looking Information in Developing Countries | Mr Suben Moodley, Professor Tanja Verster, Professor Helgard Raubenheimer | 2023 | North-West University, Independent researcher, Member of a large retail bank in South Africa, National Institute for Theoretical and Computational Sciences (NITheCS) | Download Abstract (PDF) |
| Early Warning During Recession – Time is of the Essence | Dr Natalie Soldatkova, Edward Venter, Dimitrios Gkarnakis | 2023 | Deloitte | Download Abstract (PDF) |
| Early Warning of Non-life Insurance Company: A Comparison Analysis on Tree-based Models | Dr Zhiyong Li, Miss Chen Feng, Miss Zheyu Han | 2023 | Southwestern University of Finance And Economics | Download Abstract (PDF) |
| Enhanced Credit Decisioning Through Consumer Transaction Data Scoring | Mr Barrett Hasseldine , Mr Daniel Gieschen | 2023 | illion | Download Abstract (PDF) |
| Estimating Current Household Level Effective Disposable Income Using Macro Data | Miss Amea Koziol | 2023 | Experian | Download Abstract (PDF) / Download Slides (PDF) |