Conference Papers

Applying Deep Learning to Credit Scoring: Our Findings So Far

Presenter(s): Martin Smith

Year of presentation: 2019

Affiliate institution: Jaywing

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Conference Papers

IFRS 9: Significant Increase in Credit Risk

Presenter(s): Katie Cleary; Kathleen Macnee

Year of presentation: 2019

Affiliate institution: TSB

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Conference Papers

A Survey on the Estimation of Expected Credit Losses for IFRS 9

Presenter(s): Bernhard Eder; Matthias Bank

Year of presentation: 2019

Affiliate institution: University of Innsbruck

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Conference Papers

Multihorizon Discrete Time Survival Models

Presenter(s): Joseph L. Breeden; Jonathan Crook

Year of presentation: 2019

Affiliate institution: Prescient Models; The University of Edinburgh

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Conference Papers

Procyclicality: It Depends on the Model

Presenter(s): Joseph L. Breeden

Year of presentation: 2019

Affiliate institution: Prescient Models

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Conference Papers

From Incurred Loss to Current Expected Credit Loss (CECL): A Forensic Analysis of the Allowance for Loan Losses in Unconditionally Cancelable Credit Cards Portfolios

Presenter(s): José Canals-Cerdá

Year of presentation: 2019

Affiliate institution: Federal Reserve Bank of Philadelphia

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Conference Papers

Estimating the Probability of Default Under IFRS 9 Using Non-Performing Loan Ratios and Macro-Economic Forecasts

Presenter(s): Keisha Gill; Patrick Cane

Year of presentation: 2019

Affiliate institution: Ernst & Young

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Conference Papers

Exogenous Maturity Vintage (EMV) Modelling Based on Through the Cycle Maturity Defined as a Markov Transition Matrix

Presenter(s): Lubomir Burian; Kosmas Panagiotidis

Year of presentation: 2019

Affiliate institution: Royal Bank of Scotland

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Conference Papers

IFRS 9 Data Analytics: A Machine Learning Early Warning System for Trend Recognition and Portfolio Optimisation

Presenter(s): Sebastian Fernandez

Year of presentation: 2019

Affiliate institution: KPMG LLP

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Conference Papers

Open Challenges of Stress Testing Under IFRS 9

Presenter(s): Sonia Caverzan

Year of presentation: 2019

Affiliate institution: Jaywing

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