Papers on credit risk and related topics.

Title Author(s) Year Paper
No. 01/2024 | Model Shift and Model Risk Management Alan Forrest 2024 Download Paper (PDF)
No. 02/2024 | Unleashing the power of text for credit default prediction: Comparing human generated and AI-generated texts Zongxiao Wu, Yizhe Dong, Yaoyiran Lib, Baofeng Shic 2024 Download Paper (PDF)
No. 03/2024 | Navigating dynamic financial risk: a latent Markov approach to safeguard vulnerable consumers in Open Banking Rui Ying Goh, Galina Andreeva, Yi Cao 2024 Download Paper (PDF)
No. 04/2024 | A Theory of Borrowers Joseph L. Breeden 2024 Download Paper (PDF)
No. 05/2024 | The menopause transition and the gender gap in entrepreneurship Louise Rowllings 2024 Download Abstract (PDF) , Download Paper (PDF)
No. 06/2024 | Unavoidable Model Risk in Expected Credit Loss models under IFRS9 and CECL Alan Forrest 2024 Download Paper (PDF)
No. 01/2023 | The Double-Edged Sword of Big Data and Information Technology for the Disadvantaged: A Cautionary Tale from Open Banking Savina D. Kim, Galina Andreeva, and Michael Rovatsos 2023 Download Paper (PDF)
No. 02/2023 | Volatility prediction via interpretable models through the lens of vulnerability: an application to Open Banking Rui Ying Goh, Galina Andreeva and Yi Cao 2023 Download Paper (PDF)