CSCR II - Credit Scoring & Credit Rating

Credit Scoring & Credit Rating

Due to the impact of the Covid-19 pandemic, companies are facing highly changeable environments and huge competitive pressure. International conflicts further impose huge risks on the global economy that’s yet to fully recover from the pandemic shock. Without a good mechanism to adapt to this complex environment, companies are more likely to encounter financial difficulties, such as excessive liabilities, insufficient liquidity or even bankruptcy. These problems will not only adversely affect the sustainable development of companies but also result in significant losses to investors, creditors, lenders and other stakeholders. Under this background, we will hold the 2nd Credit Scoring and Credit Rating conference (CSCR II) in Ningbo, Zhejiang, China on 21-23 October 2022, with the theme of “Green Finance and Smart Credit”. The conference will be international and run in a hybrid style with the physical location at the UNNC campus in Ningbo China and online streaming of sessions for international audiences. The conference welcomes experts and academics from the banking industry, corporate finance, consumer finance, bond and credit derivatives markets, financial technology, credit bureaux, credit services & agencies, and other related fields to discuss and share research findings related to credit scoring, credit rating and credit asset risk management.

Green Finance and Smart Credit

由于新冠疫情的影响，企业正面临变化的经济环境和巨大的竞争压力。国际冲突进一步给尚未从疫情冲击中完全恢复的全球经济带来了不确定性。面对错综复杂的环境，企业更有可能遭遇财务困境，如负债过多、流动性危机甚至破产。这些问题不仅会对企业的可持续发展产生不利影响，还会给投资者、债权人、贷款人和其他利益相关者带来巨大损失。在此背景下，第二届“信用评分与信用评级会议”(CSCR II)将于2022年10月21-23日在中国浙江宁波召开，会议主题为“Green Finance and Smart Credit”，倡导绿色发展与科技赋能。本次国际会议将以线上线下混合的方式在宁波诺丁汉大学(UNNC)召开。会议欢迎来自银行业、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风险管理相关的研究成果。

Conference archives can be available here

Programme
Keynote Speeches
主旨演讲
Shouyang Wang 汪寿阳
Distinguished Professor, University of Chinese Academy of Sciences, China
Title: Risk Management in Digital Age
Time: CST 18:30 – 19:30, Friday 21 Oct
Keynote 1: MS Teams link
Slides: Download
Bart Baesens
Professor of Big Data & Analytics, KU Leuven, Belgium
Title: Boosting Credit Risk Models: lessons learnt from more than two decades of research and consulting
Time: CST 15:00 – 16:00, Saturday 22 Oct
Keynote 2: MS Teams link
Slides: Download
Guotai Chi 迟国泰
Distinguished Professor, Dalian University of Technology, China
Title: Does the addition of text variables contribute to the default prediction of listed companies?
Time: CST 09:00 – 10:00, Sunday 23 Oct
Keynote 3: MS Teams link
Slides: Download
Raymond Anderson
Principal, Rayan Risk Analytics, South Africa
Title: Global and Model Risks: 2022
Time: CST 11:15 – 12:15, Sunday 23 Oct
Keynote 4: MS Teams link
Slides: Download
Friday 21 October
10月21日周五

Beijing Time
CST 17:30 – 19:30
GMT 10:30 – 12:30
EDT 05:30 – 07:30

Opening Ceremony and Keynote 1
Link: MS Teams
Language: Chinese/English
Chair: Anthony Bellotti
University of Nottingham Ningbo China
Saturday 22 October
10月22日周六

Beijing Time
CST 09:00 – 10:30
GMT 02:00 – 3:30
EDT 21:00^-1 – 22:30^-1

Parallel Session 1
Link: MS Teams 1
Language: English
Topic: Machine Learning 1
Chair: Frédéric Vrins
UCLouvain

Parallel Session 2
Link: MS Teams 2
Language: Chinese
Topic: Risk Modelling 1
Chair: Jie Sun
Tianjin University of Finance and Economics
Parallel Session 3
Link: MS Teams 3
Language: English
Topic: Markets and Bonds 1
Chair: Zhiyong Li
Southwestern University of Finance and Economics
Beijing Time
CST 10:45 – 12:15
GMT 03:45 – 5:15
EDT 22:45^-1 – 0:15

Parallel Session 4
Link: MS Teams 4
Language: English
Topic: Machine Learning 2
Chair: Hang Zhou
University of Nottingham Ningbo China
Parallel Session 5
Link: MS Teams 5
Language: Chinese
Topic: Risk Modelling 2
Chair: Gang Li
Northeastern University

Parallel Session 6
Link: MS Teams 6
Language: English
Topic: Financial Distress 1
Chair: Baofeng Shi
Northwest A&F University

Beijing Time
CST 13:15 – 14:45
GMT 06:15 – 07:45
EDT 01:15 – 02:45

Parallel Session 7
Link: MS Teams 7
Language: English & Chinese
Topic: Covid-19
Chair: Tianxiang Cui
University of Nottingham Ningbo China
Parallel Session 8
Link: MS Teams 8
Language: English
Topic: Supervision and Policy
Chair: Sheng Zhao
Xi’an Jiaotong-liverpool University
Parallel Session 9
Link: MS Teams 9
Language: English
Topic: Machine Learning 3
Chair: Anthony Bellotti
University of Nottingham Ningbo China
Beijing Time
CST 16:00 – 18:00
GMT 09:00 – 11:00
EDT 04:00 – 06:00

Parallel Session 10
Link: MS Teams 10
Language: English
Topic: Text and Sentiment Analysis
Chair: Xiao Yao
Central University of Finance and Economics
Parallel Session 11
Link: MS Teams 11
Language: English
Topic: Environmental, Social and Governance 1
Chair: Yizhe Dong
University of Edinburgh

Parallel Session 12
Link: MS Teams 12
Language: English
Topic: Financial Distress 2
Chair: Raffaella Calabrese
University of Edinburgh
Sunday 23 October
10月23日周日

Beijing Time
CST 10:00 – 11:00
GMT 03:00 – 04:00
EDT 22:00^-1 – 23:00^-1

Parallel Session 13
Link: MS Teams 13
Language: English
Topic: Markets and Bonds 2
Chair: Ying Tang
Southwestern University of Finance and Economics
Parallel Session 14
Link: MS Teams 14
Language: English
Topic: Environmental, Social and Governance 2
Chair: Jing He
China Agricultural University
Parallel Session 15
Link: MS Teams 15
Language: English
Topic: Green Finance
Chair: Xingmin Zhang
Southwestern University of Finance and Economics
Beijing Time
CST 13:15 – 14:45
GMT 06:15 – 07:45
EDT 01:15 – 02:45

Parallel Session 16
Link: MS Teams 16
Language: English
Topic: Markets and Bonds 3
Chair: Xiuping Hua
University of Nottingham Ningbo China
Parallel Session 17
Link: MS Teams 17
Language: English
Topic: Credit Ratings
Chair: Shuyu Xue
Southwestern University of Finance and Economics
Parallel Session 18
Link: MS Teams 18
Language: English
Topic: Corporate Finance
Chair: Zhao Wang
Hefei University of Technology
Tea break

Beijing Time
CST 15:00 – 15:30
GMT 08:00 – 08:30
EDT 05:00 – 05:30

Awarding and Closing Ceremony
Link: MS Teams
Language: Chinese/English
Chair: Anthony Bellotti
University of Nottingham Ningbo China
Best Paper Awards
最佳论文奖
Best Paper Awards
Sponsored by Dapu Credit Rating Ltd.

1. The Effect of ESG-motivated Turnover on Firm Financial Risk
Daewoung Choi, Louisiana State University, Shreveport
Yong Kyu Gam, University College Dublin
Min Jung Kang, University of Michigan, Flint
Hojong Shin, California State University, Long Beach

2. Mutual Risk Sharing and Fintech: The Case of Xiang Hu Bao
Hanming Fang, University of Pennsylvania
Xiao Qin, Shanghai Jiao Tong University
Wenfeng Wu, Shanghai Jiao Tong University
Tong Yu, University of Cincinnati
Best Student Paper Awards
Sponsored by the Model Risk Managers' International Association (MRMIA)
1. 公共数据要素开放和准市政债定价：来自公共数据平台上线的准自然实验
Yiling Ouyang, Renmin University of China
Yujing Wang, Beihang University
Ping Li, Beihang University
Haoyu Gao, Renmin University of China

2. Economic Links from Bonds and Cross-stock Return Predictability
Jian Feng, University of Hong Kong
Xiaolin Huo, Renmin University of China,
Xin Liu, Renmin University of China
Yifei Mao, Cornell University
Hong Xiang, Hong Kong Polytechnic University
Lifetime Achievement Award
Sponsored by the Global Institute of Financial Professionals (GIFP)
Edward Altman, New York University
To recognize the distinguished contribution of Altman to credit research, represented by the Z-score model in the pioneering paper, titled 'Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy' (Atlman, 1968) which is ranked 8th by the number of citations in the history of the Journal of Finance, among many others which marked the milestones of corporate bankruptcy and financial distress.
The Organising Committee
会议组委会

Co-Organisers 主办单位
Faculty of Science and Engineering, University of Nottingham Ningbo
宁波诺丁汉大学理工学院
Business School, University of Nottingham Ningbo
宁波诺丁汉大学商学院
School of Finance, Southwestern University of Finance and Economics
西南财经大学金融学院
Business School, University of Edinburgh
爱丁堡大学商学院
Academic organisations 学术支持
British Accounting Review
Journal of Credit Risk
Journal of Chinese Economic and Business Studies
China Finance Review International
International Journal of Financial Engineering
Frontiers in Applied Mathematics and Statistics
Supporting organisations 支持单位
Dapu Credit Rating
大普信用评级股份有限公司
Global Institute of Financial Professionals (GIFP)
全球金融专业人士协会
China Association for Science and Technology
中国科学技术协会
Model Risk Managers' International Association (MRMIA)
国际模型风险管理协会
Business School, Central University of Finance and Economics
中央财经大学商学院
School of Accounting, Tianjin University of Finance and Economics
天津财经大学会计学院
Conference leadership 大会主席
Jingmei Zhao, Southwestern University of Finance and Economics
赵静梅，西南财经大学
Xiuping Hua, University of Nottingham Ningbo China
华秀萍, 宁波诺丁汉大学
Procedure committee 程序委员会
Anthony Bellotti, University of Nottingham Ningbo China
Anthony Bellotti, 宁波诺丁汉大学
Yizhe Dong, University of Edinburgh
董轶哲，爱丁堡大学
Zhiyong Li, Southwestern University of Finance and Economics
李志勇，西南财经大学
Academic committee 学术委员会
Anthony Bellotti, University of Nottingham Ningbo China
Anthony Bellotti, 宁波诺丁汉大学
Xiuping Hua, University of Nottingham Ningbo China
华秀萍, 宁波诺丁汉大学
Hang Zhou, University of Nottingham Ningbo China
周航, 宁波诺丁汉大学
Tianxiang Cui, University of Nottingham Ningbo China
Tianxiang Cui，宁波诺丁汉大学
Yizhe Dong, University of Edinburgh
董轶哲，爱丁堡大学
Galina Andreeva, University of Edinburgh
Galina Andreeva，爱丁堡大学
Raffaella Calabrese, University of Edinburgh
Raffaella Calabrese，爱丁堡大学
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
Shuyu Xue, Southwestern University of Finance and Economics
薛舒予，西南财经大学
Ying Tang, Southwestern University of Finance and Economics
唐莹，西南财经大学
Xingmin Zhang, Southwestern University of Finance and Economics
张兴敏，西南财经大学
Baofeng Shi, Northwest A&F University
石宝峰，西北农林科技大学
Lean Yu，Beijing University of Chemical Technology
余乐安，北京化工大学
Xiao Yao, Central University of Finance and Economics
姚潇，中央财经大学
Sun Jie, Tianjing University of Finance and Economics
孙洁，天津财经大学
Guanming He, Durham University
何冠明，杜伦大学
Armando Rungi, IMT School for Advanced Studies Lucca
Armando Rungi, 意大利卢卡高等学院
Raymond Anderson, Rayan Risk Analytics
Raymond Anderson, 瑞恩风险咨询
Xiaolu Hu, RMIT University
胡晓鹭, 墨尔本皇家理工大学
Xianzhi Yuan, Sun Yat-sen University
袁先智，中山大学
Guotai Chi, Dalian University of Technology
迟国泰，大连理工大学
Cuiqing Jiang, Hefei University of Technology
蒋翠清，合肥工业大学
Zhao Wang, Hefei University of Technology
王钊，合肥工业大学
Mohammad Abedin, Teesside University
Mohammad Abedin，提赛德大学
Jing He, China Agricultural University
何婧，中国农业大学
Gang Li, Northeastern University
李刚，东北大学
Sheng Zhao, Xi'an Jiaotong-Liverpool University
赵晟，西交利物浦大学
Conference secretary 会议秘书
Zongxiao Wu, University of Edinburgh
吴宗晓，爱丁堡大学
Siyu Li, Southwestern University of Finance and Economics
李思宇，西南财经大学

Conference website: www.cscr.cn
Conference email: cscr@cscr.cn
Organisers
主办单位
Supporting Organisations
支持单位

Green Finance and Smart Credit

Conference archives can be available here

Keynote Speeches

主旨演讲

Shouyang Wang 汪寿阳

Bart Baesens

Guotai Chi 迟国泰

Raymond Anderson

Friday 21 October

10月21日周五

Beijing TimeCST 17:30 – 19:30GMT 10:30 – 12:30EDT 05:30 – 07:30

Opening Ceremony and Keynote 1Link: MS TeamsLanguage: Chinese/EnglishChair: Anthony BellottiUniversity of Nottingham Ningbo China

Saturday 22 October

10月22日周六

Beijing TimeCST 09:00 – 10:30GMT 02:00 – 3:30EDT 21:00-1 – 22:30-1

Parallel Session 1Link: MS Teams 1Language: EnglishTopic: Machine Learning 1Chair: Frédéric VrinsUCLouvain

Parallel Session 2Link: MS Teams 2Language: ChineseTopic: Risk Modelling 1Chair: Jie SunTianjin University of Finance and Economics

Parallel Session 3Link: MS Teams 3Language: EnglishTopic: Markets and Bonds 1Chair: Zhiyong LiSouthwestern University of Finance and Economics

Beijing TimeCST 10:45 – 12:15GMT 03:45 – 5:15EDT 22:45-1 – 0:15

Parallel Session 4Link: MS Teams 4Language: EnglishTopic: Machine Learning 2Chair: Hang ZhouUniversity of Nottingham Ningbo China

Parallel Session 5Link: MS Teams 5Language: ChineseTopic: Risk Modelling 2Chair: Gang LiNortheastern University

Parallel Session 6Link: MS Teams 6Language: EnglishTopic: Financial Distress 1Chair: Baofeng ShiNorthwest A&F University

Beijing TimeCST 13:15 – 14:45GMT 06:15 – 07:45EDT 01:15 – 02:45

Parallel Session 7Link: MS Teams 7Language: English & ChineseTopic: Covid-19Chair: Tianxiang CuiUniversity of Nottingham Ningbo China

Parallel Session 8Link: MS Teams 8Language: EnglishTopic: Supervision and PolicyChair: Sheng ZhaoXi’an Jiaotong-liverpool University

Parallel Session 9Link: MS Teams 9Language: EnglishTopic: Machine Learning 3Chair: Anthony BellottiUniversity of Nottingham Ningbo China

Beijing TimeCST 16:00 – 18:00GMT 09:00 – 11:00EDT 04:00 – 06:00

Parallel Session 10Link: MS Teams 10Language: EnglishTopic: Text and Sentiment AnalysisChair: Xiao YaoCentral University of Finance and Economics

Parallel Session 11Link: MS Teams 11Language: EnglishTopic: Environmental, Social and Governance 1Chair: Yizhe DongUniversity of Edinburgh

Parallel Session 12Link: MS Teams 12Language: EnglishTopic: Financial Distress 2Chair: Raffaella CalabreseUniversity of Edinburgh

Sunday 23 October

10月23日周日

Beijing TimeCST 10:00 – 11:00GMT 03:00 – 04:00EDT 22:00-1 – 23:00-1

Parallel Session 13Link: MS Teams 13Language: EnglishTopic: Markets and Bonds 2Chair: Ying TangSouthwestern University of Finance and Economics

Parallel Session 14Link: MS Teams 14Language: EnglishTopic: Environmental, Social and Governance 2Chair: Jing HeChina Agricultural University

Parallel Session 15Link: MS Teams 15Language: EnglishTopic: Green FinanceChair: Xingmin ZhangSouthwestern University of Finance and Economics

Beijing TimeCST 13:15 – 14:45GMT 06:15 – 07:45EDT 01:15 – 02:45

Parallel Session 16Link: MS Teams 16Language: EnglishTopic: Markets and Bonds 3Chair: Xiuping HuaUniversity of Nottingham Ningbo China

Parallel Session 17Link: MS Teams 17Language: EnglishTopic: Credit RatingsChair: Shuyu XueSouthwestern University of Finance and Economics

Parallel Session 18Link: MS Teams 18Language: EnglishTopic: Corporate FinanceChair: Zhao WangHefei University of Technology

Tea break

Beijing TimeCST 15:00 – 15:30GMT 08:00 – 08:30EDT 05:00 – 05:30

Awarding and Closing CeremonyLink: MS TeamsLanguage: Chinese/EnglishChair: Anthony BellottiUniversity of Nottingham Ningbo China

Best Paper Awards

最佳论文奖

Best Paper Awards

Best Student Paper Awards

Lifetime Achievement Award

The Organising Committee

会议组委会

Co-Organisers 主办单位

Academic organisations 学术支持

Supporting organisations 支持单位

Conference leadership 大会主席

Procedure committee 程序委员会

Academic committee 学术委员会

Conference secretary 会议秘书

Organisers

主办单位

Supporting Organisations

支持单位

Beijing Time
CST 17:30 – 19:30
GMT 10:30 – 12:30
EDT 05:30 – 07:30

Opening Ceremony and Keynote 1
Link: MS Teams
Language: Chinese/English
Chair: Anthony Bellotti
University of Nottingham Ningbo China

Beijing Time
CST 09:00 – 10:30
GMT 02:00 – 3:30
EDT 21:00^-1 – 22:30^-1

Parallel Session 1
Link: MS Teams 1
Language: English
Topic: Machine Learning 1
Chair: Frédéric Vrins
UCLouvain

Parallel Session 2
Link: MS Teams 2
Language: Chinese
Topic: Risk Modelling 1
Chair: Jie Sun
Tianjin University of Finance and Economics

Parallel Session 3
Link: MS Teams 3
Language: English
Topic: Markets and Bonds 1
Chair: Zhiyong Li
Southwestern University of Finance and Economics

Beijing Time
CST 10:45 – 12:15
GMT 03:45 – 5:15
EDT 22:45^-1 – 0:15

Parallel Session 4
Link: MS Teams 4
Language: English
Topic: Machine Learning 2
Chair: Hang Zhou
University of Nottingham Ningbo China

Parallel Session 5
Link: MS Teams 5
Language: Chinese
Topic: Risk Modelling 2
Chair: Gang Li
Northeastern University

Parallel Session 6
Link: MS Teams 6
Language: English
Topic: Financial Distress 1
Chair: Baofeng Shi
Northwest A&F University

Beijing Time
CST 13:15 – 14:45
GMT 06:15 – 07:45
EDT 01:15 – 02:45

Parallel Session 7
Link: MS Teams 7
Language: English & Chinese
Topic: Covid-19
Chair: Tianxiang Cui
University of Nottingham Ningbo China

Parallel Session 8
Link: MS Teams 8
Language: English
Topic: Supervision and Policy
Chair: Sheng Zhao
Xi’an Jiaotong-liverpool University

Parallel Session 9
Link: MS Teams 9
Language: English
Topic: Machine Learning 3
Chair: Anthony Bellotti
University of Nottingham Ningbo China

Beijing Time
CST 16:00 – 18:00
GMT 09:00 – 11:00
EDT 04:00 – 06:00

Parallel Session 10
Link: MS Teams 10
Language: English
Topic: Text and Sentiment Analysis
Chair: Xiao Yao
Central University of Finance and Economics

Parallel Session 11
Link: MS Teams 11
Language: English
Topic: Environmental, Social and Governance 1
Chair: Yizhe Dong
University of Edinburgh

Parallel Session 12
Link: MS Teams 12
Language: English
Topic: Financial Distress 2
Chair: Raffaella Calabrese
University of Edinburgh

Beijing Time
CST 10:00 – 11:00
GMT 03:00 – 04:00
EDT 22:00^-1 – 23:00^-1

Parallel Session 13
Link: MS Teams 13
Language: English
Topic: Markets and Bonds 2
Chair: Ying Tang
Southwestern University of Finance and Economics

Parallel Session 14
Link: MS Teams 14
Language: English
Topic: Environmental, Social and Governance 2
Chair: Jing He
China Agricultural University

Parallel Session 15
Link: MS Teams 15
Language: English
Topic: Green Finance
Chair: Xingmin Zhang
Southwestern University of Finance and Economics

Beijing Time
CST 13:15 – 14:45
GMT 06:15 – 07:45
EDT 01:15 – 02:45

Parallel Session 16
Link: MS Teams 16
Language: English
Topic: Markets and Bonds 3
Chair: Xiuping Hua
University of Nottingham Ningbo China

Parallel Session 17
Link: MS Teams 17
Language: English
Topic: Credit Ratings
Chair: Shuyu Xue
Southwestern University of Finance and Economics

Parallel Session 18
Link: MS Teams 18
Language: English
Topic: Corporate Finance
Chair: Zhao Wang
Hefei University of Technology

Beijing Time
CST 15:00 – 15:30
GMT 08:00 – 08:30
EDT 05:00 – 05:30

Awarding and Closing Ceremony
Link: MS Teams
Language: Chinese/English
Chair: Anthony Bellotti
University of Nottingham Ningbo China