Conference Papers

Tree Networks to Assess Credit Risk Contagion

Presenter(s): Arianna Agosto; Daniel Felix Ahelegbey; Paolo Giudici

Year of presentation: 2019

Affiliate institution: University of Pavia

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Conference Papers

Social Networks in Credit Risk Assessment: A Logistic Regression Model

Presenter(s): Ahmad Abd Rabuh; Renatas Kizys; Mark Xu

Year of presentation: 2019

Affiliate institution: University of Portsmouth

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Conference Papers

Transactional Data and Credit Risk

Presenter(s): Steven Baker; Daniel Weaver; Harvey Lawrence

Year of presentation: 2019

Affiliate institution: Equifax; AccountScore

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Conference Papers

Open Banking Current Account Information Has the Power to Transform Credit Scoring and Lending Decisions—A Case Study

Presenter(s): Marc Gaudart; Domjan Baric; Sinisa Slijepcevic

Year of presentation: 2019

Affiliate institution: Trent Advisory Services; Cantab Predictive Intelligence

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Conference Papers

Hierarchical Bayesian Modelling of Exposure at Default for Revolving Credit Facilities

Presenter(s): Mark Bass

Year of presentation: 2019

Affiliate institution: Barclays

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Conference Papers

What Hides Behind an Extreme Currency Demand? Bayesian Semi-Parametric Modelling of Heteroscedastic Extremes

Presenter(s): Junho Lee; Miguel de Carvalho; António Rua

Year of presentation: 2019

Affiliate institution: The University of Edinburgh; Banco de Portugal

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Conference Papers

Mixture Model for EAD Using GAMLSS Framework

Presenter(s): Suttisak Wattanawongwan; Mee Chi So; Christophe Mues; Ramin Okhrati; Taufiq Choudhry

Year of presentation: 2019

Affiliate institution: University of Southampton

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Conference Papers

Explainability and Predictability of Textual Financial Reports on Corporate Default: A Sentiment Analysis Approach

Presenter(s): Hung Ba; Su Nguyen; Nam Huynh

Year of presentation: 2019

Affiliate institution: The University of Edinburgh; La Trobe University; School of Knowledge Science, JAIST

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Conference Papers

Use of Social Media Big Data for Predicting the Credit Rating of Companies

Presenter(s): Leonie Tabea Goldmann; Raffaella Calabrese; Jonathan Crook

Year of presentation: 2019

Affiliate institution: The University of Edinburgh

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Conference Papers

Can Heterogeneous Elasticity Explain Different Spreads Between Credit Products? An Analysis Exploring Discontinuities in Credit Policies

Presenter(s): Everton Santos

Year of presentation: 2019

Affiliate institution: EPGE

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