5 March 2020
Dr McVittie’s seminar dealt with the topic of ‘Macroeconomic Forecasting Uncertainty and IFRS 9 ECL’. The presentation was well-attended by practitioners and academics keen to expand their understanding on the subject. Dr McVittie is an economist and data scientist with extensive experience with the use of economic data and forecasts in credit risk analytics, including IFRS 9. Following an academic career, laterally as Head of Economics at the University of Plymouth, he spent 13 years as Lead Consultant and Research Director with Experian, where he advised, designed products, and delivered projects across a range of areas related to macroeconomics, credit risk, regional economics, and household finances.
The second presentation in the series was to be held on 28 February on ‘Loan Default Analysis in Europe: Tracking Regional Variations Using Big Data’ with Dr Luca Barbaglia of the Joint Research Centre, European Commission. Unfortunately the presentation was postponed but we hope this will be reinstated later in the year.
- 17 April 2020, Dr Benjamin Guin: The Roles of Energy Efficiency and Extreme Weather for Credit Risk of Residential Mortgage Lending
- 8 May 2020, Dr Stefan Lessman: Fighting the Sampling Bias: A Novel Framework for Training and Evaluating Credit Scorecards