会议通知|信用评分与信用评级会议(第一轮)
首届信用评分与信用评级会议
2020年5月29-30日,中国成都
'Bridge the Gap'
会议主题
在此背景下,首届“信用评分与信用评级会议”(CSCR I)将于2020年5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,以及行业在前沿问题中的创新实践。
会议议题
• 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、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
主旨演讲
会议已邀请到以下重要嘉宾进行主旨演讲:• Edward Altman,纽约大学斯特恩商学院教授,Z-score模型提出者• 李祥林,上海交通大学上海高级金融研究院教授、中国金融研究院副院长,信贷组合定价公式提出者• 袁先智,中山大学管理学院特聘教授,IJFE主编• Raymond Anderson,雷恩风险咨询创始人、《信用评分工具》《信用智能模型》作者• 黄坚,益博睿大中国区总裁
发表机会
参会宣讲的论文经学术委员会推荐,投稿到International Journal of Forecasting期刊。客座编辑将与期刊编辑部紧密合作,组织评审并修改达到要求质量后,将被期刊录用,在2021年的“Credit Risk Modelling”专题中刊出会议优秀论文。
• Editor-in-Chief, Pierre Pinson, Technical University of Denmark• Editor, Dick van Dijk, Erasmus University Rotterdam• Guest Editor, Tony Bellotti, University of Nottingham Ningbo• Guest Editor, Galina Andreeva, University of Edinburgh• Guest Editor, Zhiyong Li, Southwestern University of Finance and Economics
International Journal of Forecasting是国际一流期刊,被SSCI收录,ABS-3,Elsevier出版。近五年平均影响因子3.29,在JCR期刊排名中,在经济学中位于Q1,超过89%的期刊,管理学中位于Q1,超过75%的期刊。
重要日期
会议组委会
主办单位:西南财经大学金融学院学术支持:International Journal of Forecasting, International Institute of ForecastersInternational Journal of Financial Engineering, Sun Yat-Sen Business School支持单位:上海财经大学统计与管理学院上海交通大学中国金融研究院中山大学管理学院中央财经大学商学院
会议投稿
• 会议网站:cscr.credit.li• 投稿网址:cscr.credit.li/submission• 会议邮箱:cscr@credit.li
本次会议欢迎赞助与合作,请发送邮件联系会务组。
The First Credit Scoring and Credit Rating Conference
(CSCR I)
29-30 May 2020, Chengdu, China
'Bridge the Gap'
CSCR I
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. China and the US highlight the importance of credit rating in Chapter 4 of the Economic and Trade Agreement. In this context,We will hold the first Credit Scoring and Credit Rating conference (CSCR I) in Chengdu, Sichuan, China on 29-30 May 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.
Topics
Papers and presentations addressing the following issues would be particularly welcome
• 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
Keynote Speakers
Keynote speakers who are invited for the conference include:
• Professor Edward Altman
Stern School of Business, New York University, Director of Credit & Debt Markets Research
Introduced Z-score to bankruptcy prediction in 1968.
• Professor David Xianglin Li
Shanghai Advanced Institute of Finance, Associate Director of China Academy Financial Research
Introduced Copula to credit portfolio pricing in 2000.
• Professor George Xianzhi Yuan
Sun Yat-Sen Business School, Sun Yat-Sen University
Editor-in-Chief, International Journal of Financial Engineering
• Raymond Anderson
Principal, Rayan Risk Analytics Johannesburg
Author of The Credit Scoring Toolkit and Credit Intelligence and Modelling
• Jian Huang
CEO, Experian Great China
Publication Opportunity
International Journal of Forecasting
SSCI, ABS-3, IF-3.386, JCR-Economics Q1/Management Q1
Papers accepted for presentation at the conference can be considered for a special section ‘Credit Risk Modelling’ in a regular issue of the International Journal of Forecasting in 2021. Papers will be reviewed following the journal’s review policy and those meeting quality expectations will be considered by the editorial team including
• Editor-in-Chief, Pierre Pinson, Technical University of Denmark
• Editor, Dick van Dijk, Erasmus University Rotterdam
• Guest Editor, Tony Bellotti, University of Nottingham Ningbo
• Guest Editor, Galina Andreeva, University of Edinburgh
• Guest Editor, Zhiyong Li, Southwestern University of Finance and Economics
Important Dates
• 29.03.2020: Submission Deadline
• 12.04.2020: Acceptance Notice
• 10.05.2020: Registration Deadline
• 29-30.05.2020: Two-day Conference
• 31.08.2020: Paper Submission
Leadership
• Organiser
School of Finance, Southwestern University of Finance and Economics
• Academic organisations
International Journal of Forecasting, International Institute of Forecasters
International Journal of Financial Engineering, Sun Yat-Sen Business School
• Supporting organisations
School of Statistics and Management, Shanghai University of Finance and Economics
China Academy of Financial Research, Shanghai Jiao Tong University
Sun Yat-Sen Business School, Sun Yat-sen University
Business School, Central University of Finance and Economics
Submission
All participants please submit your paper on the conference webpage by Sunday 29 March 2020. The academic committee will review and give the notice of acceptance for the conference by 12 April 2020. There will be both English and Chinese parallel sessions. Academic studies and innovative practices are welcome. There is no conference fees.
• Conference website: cscr.credit.li
• Submission webpage: cscr.credit.li/submission
• Conference secretary: cscr@credit.li
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