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| Title | Presenter(s) | Year Sort ascending | Affiliate Institution | Paper |
|---|---|---|---|---|
| Causal Learning for Credit Limit Adjustment in Revolving Lending Under Adversarial Goals | Ms Sherly Alfonso-Sanchez, Mr. Carlos Roberto Ortiz, Mr. Carlos Roberto Ortiz Dr. Kristina Sendova, Dr Cristián Bravo | 2023 | Western University, Universidad Nacional de Colombia, Rappi | Download Abstract (PDF) |
| Identifying Model Risks during Model Development | Mr Matthew Freeman | 2023 | APDS Consulting Ltd | Download Abstract (PDF) / Download Slides (PDF) |
| CECL Implementation and Model Risk in Uncertain Times: An Application to Consumer Finance | Mr Jose canals-cerda | 2023 | FRB Philadelphia | Download Abstract (PDF) / Download Slides (PDF) |
| Identifying The Financially Vulnerable Using Bureau Data | Mr Neil Hancox | 2023 | Transunion | Download Abstract (PDF) |
| Changing Behaviour About Changing Climates – A Credit Perspective | Mr Ahmed Karolia | 2023 | First National Bank | Download Abstract (PDF) |
| Impact of the COVID-19 Pandemic on the Credit Default Swap Market | Kirill Romanyuk | 2023 | HSE University | Download Paper (PDF) |
| Chunking: A Practical Approach to Manage Consent-based Data Sources in Credit Scoring | Mr Johann Haraldsson , Mr Gunnar Gunnarsson | 2023 | Creditinfo | Download Abstract (PDF) |
| Metamorphic Exploration for Machine Learning Validation and Model Selection | Zhihao Ying, Anthony Bellotti, Dr Joe Breeden, Professor Dave Towey | 2023 | University Of Nottingham Ningbo China | Download Slides (PDF) |
| Climate in Credit Risk: Building Sector Specific Models for Wholesale Portfolios | Ms Jean-Marie Delport | 2023 | Deloitte | Download Abstract (PDF) / Download Slides (PDF) |
| Model Development: Learnings Taken from Building Credit Risk Models in a Developing Country | Miss Robyn Moolman | 2023 | Wesbank | Download Slides (PDF) |
| Combining Open Banking and Credit Bureau Data in Credit Scoring Enables a Marked Improvement to Assess Credit Risk for an Underserved Population in the UK | Mr Marc Gaudart, Mr Guillaume Foucaud, Mr Oussama Bouraoui | 2023 | Trent Advisory Services, Fair Finance, Algoan | Download Abstract (PDF) / Download Slides (PDF) |
| Modelling Loss Given Default of Corporate Bonds with ESG Information | Mr Junfeng Zhang, Professor Galina Andreeva, Dr Yizhe Dong | 2023 | University of Edinburgh | Download Slides (PDF) |
| Correlation and Residential Mortgage Defaults | Mrs Chiara Maria Ventura, Mr Simone Varotto | 2023 | University of Reading | Download Paper (PDF) |
| Multidata Attributes for Financial Inclusion | Dr Joseph White, Dr Joseph White Dr Howard Hamilton, Dr Lewis Jordan, Felipe Avila, Dr Matthew Turner | 2023 | Equifax | Download Slides (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) |