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Programme  Titles  Presenters 
Tuesday 29 August 2017
  Credit Scoring and Credit Control XV
John McIntyre Conference Centre
15:30-19:30  Early Delegate Registration
Pollock Halls Main Reception
18:00-19:30  Practical Considerations to Sit Alongside the Theory - David Edelman, Caledonia Credit Consultancy
Prestonfield Room
  Introduction to Credit Risk Modelling - Galina Andreeva, University of Edinburgh Business School
Pentland Room
 
Wednesday 30 August 2017
09:45-10:30  Delegate registration/ tea and coffee available
John McIntyre Conference Centre
10:30-10:45  Conference opened by Professor Richard Kenway, Vice-Principal, The University of Edinburgh
Pentland Suite
10:45-11:30  Plenary 1 - Charlotte Gerken, Director Supervisory Risk Specialists, Bank of England
Pentland Suite
11:30-11:40  In appreciation of Professor Lyn Thomas
Pentland
11:50-12:25  Parallel session 1A - LGD 1
Pentland Suite
  Parallel session 1B - Survival Modelling 1
South Hall
  Parallel session 1C - Fraud Modelling 1
Prestonfield Room
  Parallel session 1D - Sampling Issues
Kirkland Room
12:30-13:05  Parallel session 2A - LGD 1
Pentland Suite
  Parallel session 2B - Survival Modelling 1
South Hall
  Parallel session 2C - Fraud Modelling 1
Prestonfield Room
  Parallel session 2D - Sampling Issues
Kirkland Room
13:05-14:15  Lunch
John McIntyre Conference Centre
14:15-14:50  Parallel session 3A - LGD 2
Pentland Suite
  Parallel session 3B - Survival Modelling 2
South Hall
  Parallel session 3C - Fraud Modelling 2
Prestonfield Room
  Parallel session 3D - Mortgages
Kirkland Room
14:55-15:30  Parallel session 4A - LGD 2
Pentland Suite
  Parallel session 4B - Survival Modelling 2
South Hall
  Parallel session 4C - Fraud Modelling 2
Prestonfield Room
  Parallel session 4D - Mortgages
Kirkland
15:35-16:10  Parallel session 5A - LGD 2
Pentland Suite
  Parallel session 5B - Survival Modelling 2
South Hall
  Parallel session 5C - Fraud Modelling 2
Prestonfield Room
  Parallel session 5D - Mortgages
Kirkland Room
16:10-16:30  Tea and coffee
John McIntyre Conference Centre / South Hall
16:30-17:05  Parallel session 6A - Text Analysis
Pentland Suite
  Parallel session 6B - Survival Modelling 3
South Hall
  Parallel session 6C - Sequential Decisions
Prestonfield Room
  Parallel session 6D - Modelling Issues
Kirkland Room
18:00   Pre-booked social option
Social option
 
Thursday 31 August
06:45-07:30  Optional - 5K guided early morning run
Arthur's Seat
08:45-09:30  Plenary 2 - Dr Mark Somers, Technical Director, 4Most Europe Ltd
Pentland Suite
09:40-10:15  Parallel session 7A - IFRS9 1
Pentland Suite
  Parallel session 7B - EAD
South Hall
  Parallel session 7C - Stress Testing 1
Prestonfield Room
  Parallel session 7D - Classifiers 1
Kirkland Room
10:20-10:55  Parallel session 8A - IFRS9 1
Pentland Suite
  Parallel session 8B - EAD
South Hall
  Parallel session 8C - Stress Testing 1
Prestonfield Room
  Parallel session 8D - Classifiers 1
Kirkland room
10:55-11:15  Tea and coffee
John McIntyre Conference Centre / South Hall
11:15-11:50  Parallel session 9A - IFRS9 2
Pentland Suite
  Parallel session 9B - Features 1
South Hall
  Parallel session 9C - Stress Testing 2
Prestonfield Room
  Parallel session 9D - Classifiers 2
Kirkland room
11:55-12:30  Parallel session 10A - IFRS 2
Pentland Suite
  Parallel session 10B - Features 1
South Hall
  Parallel session 10C - Stress Testing 2
Prestonfield Room
  Parallel session 10D - Classifiers 2
Kirkland Room
12:35-13:10  Parallel session 11A - IFRS9 2
Pentland Suite
  Parallel session 11B - Features 1
South Hall
  Parallel session 11C - no paper
Prestonfield Room
  Parallel session 11D - Classifiers 2
Kirkland Room
13:10-14:15  Lunch
John McIntyre Conference Centre
14:15-15:00  Plenary 3 - Tony Van Gestel, Director Risk Quantification and Pricing, Dexia Group
Pentland Suite
15:10-15:45  Parallel session 12A - IFRS9 3
Pentland Suite
  Parallel session 12B - Features 2
South Hall
  Parallel session 12C - Stress Testing 3
Prestonfield Room
15:10-15:45  Parallel session 12D - Text Analysis
Kirkland room
15:50-16:10  Tea and coffee
John McIntrye Conference Centre / South Hall
16:10-16:45  Parallel session 13A - IFRS9 4
Pentland Suite
  Parallel session 13B - Features 3
South Hall
16:10-17:25  Panel session 13&14C Loss Estimation and Expected Loss
Prestonfield room
16:10-16:45  Parallel session 13D - Classifiers 3
Kirkland Room
16:50-17:25  Parallel session 14A - IFRS9 4
Pentland Suite
  Parallel session 14B - Features 3
South Hall
  Parallel session 14D - Classifiers 3
Kirkland Room
19:00  Conference Gala Dinner
The National Museum of Scotland, Chamber Street, Edinburgh
 
Friday 1 September
09:15-10:00  Plenary 4 - Dr Stefan Hunt, Head of Behavioural Economics, Financial Conduct Authority
Pentland Suite
10:05-10:40  Parallel session 15A - IRB Modelling
Pentland Suite
  Parallel session 15B - Demand Modelling 1
South Hall
  Parallel session 15C - Foreign Ratings
Prestonfield Room
  Parallel session 15D - Programming 1
Kirkland Room
10:45-11:20  Parallel session 16A - IRB Modelling
Pentland Suite
  Parallel session 16B - Demand Modelling 1
South Hall
  Parallel session 16C - Foreign Ratings
Prestonfield Room
  Parallel session 16D - Programming 1
Kirkland Room
11:20-11:40  Tea and coffee
John McIntyre Conference Centre / South Hall
11:40-12:15  Parallel session 17A - EMV 1
Pentland Room
  Parallel session 17B - Demand Modelling 2
South Hall
  Parallel session 17C - Literacy & Cross Selling
Prestonfield Room
  Parallel session 17D - Programming 2
Kirkland Room
12:20-12:55  Parallel session 18A - EMV 1
Pentland Suite
  Parallel session 18B - Demand Modelling 2
South hall
  Parallel session 18C - Literacy & Cross Selling
Prestonfield
  Parallel session 18D - no paper
Kirkland room
12:55-14:00  Lunch
John McIntyre Conference Centre
14:00-14:35  Parallel session 19A - EMV 2
Pentland Suite
  Parallel session 19B - Profit Scoring
South hall
  Parallel session 19C - Large Corporations
Prestonfield room
14:00-14:35  Parallel session 19D - Sequential Decisions
Kirkland Room
14:40-15:15  Parallel session 20A - no paper
Pentland suite
  Parallel session 20B - Profit Scoring
South hall
  Parallel session 20C - Large Corporations
Prestonfield room
14:40-15:15  Parallel session 20D - Modelling Issues
Kirkland Room
15:20-15:55  Parallel session 21A - no paper
Pentland Suite
  Parallel session 21B - Profit Scoring
South hall
  Parallel session 21C - Large Corporations
Prestonfield room
16:00-16:05  Close of conference
Pentland Suite
 
 


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