Credit Scoring & Credit Rating
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Credit Scoring & Credit Rating
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Credit supply to businesses and consumers is essential to economic growth and credit risk management is critical to financial institutions. Financial technology has empowered modern banking and their smart decisions. Credit rating is important for the bond market and financial liberalisation. The pandemic of COVID-19 has great impact on world’s economy and credit risk. Under this background, we will hold the first Credit Scoring and Credit Rating conference (CSCR I) in Chengdu, Sichuan, China on 29-30 October 2020, themed 'Bridge the Gap'. The conference is oriented to bridge the gap between academics and practice in the credit industry and open to all scholars and practitioners from banking, consumer finance, corporate finance, bond and credit derivatives markets, Fintech, credit bureaux, credit services & agencies, and other related fields. Participants are expected to share innovative applications and practices at the conference. Papers and presentations are invited on any topic related to credit scoring, credit rating and financial risk management of credit assets, with a special focus on new data mining and machine learning methodologies in risk forecasting, and the impact of COVID-19 on credit risk.
Bridge the Gap
实体经济的信贷供给是经济发展的关键动力。信用风险管理对金融机构至关重要。金融科技驱动了现代银行的智能决策。信用评级是资本市场金融服务和金融开放的重要内容。新冠疫情对世界经济和信用风险造成了显著影响。在此背景下,首届“信用评分与信用评级会议”(CSCR I)将于2020年10月29-30日在西南财经大学召开,本次会议以“Bridge the Gap”为主题。会议将搭建信贷领域学术界和实业界的桥梁,欢迎来自银行业、公司金融、消费金融、债券和信贷衍生品市场、金融科技、征信机构、评级机构、信用信息服务机构等方面的专家和学者一起讨论交流,分享与信用评分、信用评级和信贷资产的风险管理相关的研究成果。此次会议特别关注新颖的数据挖掘和机器学习算法在风险预测上的应用,以及新冠疫情对信用风险的影响。
Programme
CSCR I
Keynotes on 29 Oct 2020
China Standard Time, 09:00-12:00
50 years of Altman Z score models: what have we learned
Edward Altman
- Emeritus Professor, New York University, USA
- Director of credit & Debt Markets Research, Stern School of Business
Experiences on the credit market in the West and its implications for China
David Xianglin Li
- Professor, Shanghai Advanced Institute of Finance, China
- Associate Director of China Academy Financial Research
Model Risk Management:
The shocking truth!
Raymond Anderson
- Principal, Rayan Risk Analytics, South Africa
- Author of The Credit Scoring Toolkit and Credit Intelligence and Modelling
Call for papers
Papers and presentations addressing the following issues would be particularly welcome.
欢迎以下主题的研究进行分享
Topics
- COVID-19 and credit risk
- credit economics and credit supply
- financial institution regulation
- portfolio credit risk management
- credit rating and analysis
- credit spread and bond pricing
- corporate bond risk forecasting
- risk assessment of small and micro businesses
- corporate bankruptcy/financial distress prediction
- economic capital estimation and stress testing
- LGD/EAD modelling under the Basel Accord
- Markov chain & survival analysis dynamic modelling
- profit scoring and risk-based pricing
- propensity, retention and attrition scoring
- fraud and collections scoring
- reject inference
- ML/AI in Finance
- Big data/alternative data in risk management
- Social Credit Systems
- Other credit related topics
会议主题
- 新冠疫情与信用风险
- 信用经济与信贷供给
- 金融机构监管
- 组合信用风险管理
- 信用评级和分析
- 信用利差和债券定价
- 公司债券风险预测
- 小微企业风险评估
- 企业破产和财务危机预测
- 银行经济资本估计和压力测试
- 巴塞尔协议下的LGD和EAD建模
- 马尔可夫链和生存分析动态模型
- 利润评分和风险定价
- 客户偏好和流失预测
- 欺诈预警和催收评分
- 拒绝推断
- 机器学习和人工智能在金融中的应用
- 大数据和替代数据在风险管理中的应用
- 社会信用体系
- 其他信用相关研究
CSCR I & SWUFE-CDAR 2020
Keynotes on 30 Oct 2020
Researching on growth and development
Chang-Tai Hsieh
- Professor, Booth School of Business, University of Chicago, USA
- Alfred P. Sloan Foundation Research Fellowship and Sun Ye-Fang award winner for research on the Chinese economy.
The evolution of fintechs
Gabriele Sabato
- Co-founder and CEO of Wiserfunding, London, PhD in Finance
- Former head of credit risk management for many banks
- Presenting with Edward Altman
The CAFÉ Rating Approach: Restructuring China's Credit Rating System
George Xianzhi Yuan
- Professor, Sun Yat-sen Business School, Sun Yat-Sen University,China.
- Editor-in-Chief, International Journal of Financial Engineering
- SVP, BBD ltd.
SWUFE-CDAR 2020
Keynotes on 31 Oct 2020
Phishing for Phools
George Akerlof
- Professor, UC Berkeley, USA
- Nobel Laureate for Economics in 2001
- Fellow of AEA, former president
Xiaoqiu Wu
- Professor, Renmin University of China, China
- Former Vice Chancellor of Renmin University of China
- Director, Chongyang Institute for Financial Studies
Barry Eichengreen
- Professor, UC Berkeley, USA
- Author of Hall for Mirrors, Globalizing Capital: A History of the International Monetary System, Golden Fetters: The Gold Standard and the Great Depression
Offline Session
29 Oct 2020, CST 13:30-15:00
Chengdu Hilton
China Standard Time
13:30-15:30
Parallel Session 1
Room: Galaxy A
Topic: Soft information and risk
Chair: Baofeng Shi
Northwest A&F University
Parallel Session 2
Room: Galaxy B
Topic: Bond rating
Chair: Tony Bellotti
University of Nottingham Ningbo China
Parallel Session 3
Room: Laska
Topic: Financial technology
Chair: Feng Shen
Southwestern University of Finance and Economics
Tea break
29 Oct 2020, CST 15:30-16:00
Chengdu Hilton
China Standard Time
16:00-17:30
Parallel Session 4
Room: Galaxy A
Topic: Survival analysis
Chair: Fanyin Zhou
Southwestern University of Finance and Economics
Parallel Session 5
Room: Galaxy B
Topic: Decision making
Chair: Xiao Yao
Central University of Finance and Economics
Parallel Session 6
Room: Laska
Topic: Corporate finance
Chair: Jie Sun
Tianjing University of Finance and Economics
Online Session
29 Oct 2020, CST 19:00-20:30
Over the Air (Zoom meetings)
Greenwich Mean Time
GMT 12:00-13:30
EDT 08:00-09:30
CST 20:00-21:30
Parallel Session 7
Room: Zoom 7
Meeting ID: 680 4649 2738
Topic: Default prediction
Chair: Armando Rungi
IMT School for Advanced Studies Lucca
Parallel Session 8
Room: Zoom 8
Meeting ID: 875 2651 7898
Topic: Credit reporting
Chair: Yizhe Dong
University of Edinburgh
Parallel Session 9
Greenwich Mean Time
GMT 14:00-15:30
EDT 10:00-11:30
CST 22:00-23:30
Parallel Session 10
Room: Zoom 10
Meeting ID: 875 5871 4607
Topic: Stress testing
Chair: Galina Andreeva
University of Edinburgh
Parallel Session 11
Parallel Session 12
Room: Zoom 12
Meeting ID: 617 5427 6439
Topic: Bank lending
Chair: Raymond Anderson
Rayan Risk AnalyticsBest Paper Award
最佳论文奖
会议主办方提供由大普信用评级和普惠金融与金融智能研究中心赞助的两篇最佳论文奖。
Two Best Paper Awards are sponsored by Dapu Credit Rating Ltd. and the Center for Inclusive and Intelligent Finance SWUFE.
You can view the special awarding ceremony here, which was an event between the conference dinner in China and the online meeting in Italy.
Best Papers of CSCR I
1. Machine Learning for Zombie Hunting: Firms' Failures and Financial Constraints
Falco Bargagli Stoffi, Imt School for Advanced Studies Lucca
Massimo Riccaboni, Imt School for Advanced Studies Lucca
Armando Rungi, IMT School for Advanced Studies Lucca2. Integrating Semantic Features in Current Reports for Financial Distress Prediction: Empirical Evidence from Unlisted Public Firms in China
Ximei Lyu, Hefei University of Technology
Zhao Wang, Hefei University of Technology
Cuiqing Jiang, Hefei University of Technology
Yong Ding, Hefei University of TechnologyThe Organising Committee
会议组委会
Organiser
主办单位
School of Finance, Southwestern University of Finance and Economics
西南财经大学金融学院
Academic organisations
学术支持
International Journal of Forecasting, International Institute of Forecasters
International Journal of Financial Engineering, Sun Yat-Sen Business School
Supporting organisations
支持单位
Business School, University of Edinburgh
爱丁堡大学商学院
Business School, Central University of Finance and Economics中央财经大学商学院
School of Accounting, Tianjing University of Finance and Economics
天津财经大学会计学院
President
Jingmei Zhao, Southwestern University of Finance and Economics
赵静梅,西南财经大学
Procedure committee
Jingmei Zhao, Southwestern University of Finance and Economics
赵静梅,西南财经大学
Ronghua Luo, Southwestern University of Finance and Economics罗荣华,西南财经大学
Zhiyong Li, Southwestern University of Finance and Economics李志勇,西南财经大学
Academic committee
Zhiyong Li, Southwestern University of Finance and Economics
李志勇,西南财经大学
Fanyin Zhou, Southwestern University of Finance and Economics周凡吟,西南财经大学
Feng Shen, Southwestern University of Finance and Economics申峰,西南财经大学
Anthony Bellotti, University of Nottingham NingboAnthony Bellotti,宁波诺丁汉大学
Galina Andreeva, University of EdinburghGalina Andreeva,爱丁堡大学
Yizhe Dong, University of Edinburgh
董轶哲,爱丁堡大学
Sun Jie, Tianjing University of Finance and Economics
孙洁,天津财经大学
Baofeng Shi, Northwest A&F University
石宝峰,西北农林科技大学
Xiao Yao, Central University of Finance and Economics
姚潇,中央财经大学
Conference secretary
Qing Dai, School of Finance, Southwestern University of Finance and Economics
代晴,西南财经大学金融学院
Zongxiao Wu, School of Business, University of Edinburgh
吴宗晓,爱丁堡大学商学院
Conference email: cscr@credit.li
Conference homepage: cscr.credit.li主办单位
Organisers
支持单位
Supporting organisations
赞助商
Sponsors