2nd Credit Scoring and Credit Rating Conference 2022 (CSCR II)

Conference dates

14 Oct 2022 - 16 Oct 2022

Location

Hybrid: University of Nottingham Ningbo China and Online

Description

CSCRII is an international conference on all topics in credit scoring and credit ratings. The conference will bring together academics, financial practitioners, regulators and policy-makers to share research and good practice.

In case of travel restrictions due to the continuing COVID-19 pandemic, the conference organizers will consider holding the conference fully online.

Website: www.cscr.cn
Email: cscr@cscr.cn

Keynote Speakers
- Raymond Anderson, Principal, Rayan Risk Analytics, South Africa
- Bart Baesens, Professor of Big Data & Analytics, KU Leuven, Belgium
- Guotai Chi, Distinguished Professor, Dalian University of Technology
- Shouyang Wang, Professor and Chief Economist, University of Chinese Academy of Sciences

Guest Editors
- Edward Altman, Stern School of Business, New York University
- Tony Bellotti, School of Computer Science, University of Nottingham Ningbo China
- Yizhe Dong, Business School, University of Edinburgh
- Zhiyong Li, School of Finance, Southwestern University of Finance and Economics

Overview: Green Finance and Smart Credit
Due to the impact of the Covid-19 pandemic, the world economy and enterprises are facing highly changeable environments and huge competitive pressure. The recent international conflict further imposes huge risks on a world 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.

We will hold the second Credit Scoring and Credit Rating conference (CSCR II) themed ‘Green Finance and Smart Credit’ to be physically based at University of Nottingham Ningbo China (UNNC) and jointly organized by Southwestern University of Finance and Economics (SWUFE) and the University of Edinburgh Business School, with the same remit as the first conference. The conference will be international and run in a hybrid style with physical location at UNNC campus in Ningbo China and online streaming of sessions for international audience. Based on previous experience and attendance, we expect to have 150-200 delegates and attract prestigious keynote speakers.

Background
Inspired by the biennial Credit Scoring and Credit Control conference in Edinburgh, the first Credit Scoring and Credit Rating conference (CSCR I) was organised in Chengdu, Sichuan, China on 29-30 October 2020. The conference was oriented to bridge the gap between academics and practice in the credit industry and open to all scholars and practitioners from banking, corporate finance, consumer finance, bond and credit derivatives markets, Fintech (ML and AI), credit bureau, credit agencies and other related fields. Papers and presentations were invited on any topic related to credit scoring, credit rating and other applications of financial risk management on credit assets, with a special focus on new data mining and machine learning methodologies in risk assessment and forecasting. A special section themed ‘Credit Risk Modelling’ of excellent conference papers has been published in the International Journal of Forecasting.

Topics for CSCR II
Those articles addressing the following issues would be particularly welcome:
- Green loans, green bonds and ESG rating
- Climate change and credit risk
- International conflict/geopolitics and credit risk
- COVID-19 and credit risk
- Credit economics and corporate/consumer credit
- Financial institution regulation and the BASEL accord
- LGD/EAD modelling and IFRS
- Portfolio credit risk management
- Credit rating and analysis
- Corporate bond pricing and risk forecasting
- Risk assessment of small and micro businesses
- Corporate bankruptcy/financial distress prediction
- Economic capital estimation and stress testing
- Dynamic risk modelling and account management
- Profit scoring and risk-based pricing
- Propensity, retention and attrition scoring
- Fraud and collections scoring
- Reject inference
- Applications of ML/AI and big/alternative data to risk management
- Social Credit Systems

Publication Opportunities
The following journals will publish a special issue each dedicated to the conference.
- British Accounting Review (ABS 3, ABDC A*, JCR Q1, IF 5.577)
- Journal of Credit Risk (ABS 1, ABDC C, JCR Q4, IF 0.68)
- Journal of Chinese Economic and Business Studies (ABS 1, ABDC C, ESCI)
- China Finance Review International, (ABS 1, ABDC C, ESCI)
- International Journal of Financial Engineering (ABDC C, ESCI)

Submission and registration
Both completed papers and early drafts with innovative ideas are encouraged. Chinese research papers, industrial reports and case studies are also welcome. There will be thematic streams for various types of discussions. Please submit a pdf file of a paper or detailed slides via the portal on the conference website by 15 July 2022. All submissions will be reviewed by the academic committee. Acceptance for the conference will be notified by 30 August 2022.

Confirmation and registration is required for attending the conference. A registration fee for the conference is 1000 CNY for industry and 500 CNY for academics. The registration fee is waived for committee members, chairs and students.

Timeline
15 July 2022: Deadline for conference submission
30 August 2022: Notice of acceptance for the conference
14-16 October 2022: A two-day conference will be held in Ningbo, at UNNC
15 January 2023: Deadline of invited paper submission to the journal
July of 2023: Completion of the first round of reviews
End of 2023: Completion of all reviews
Early 2024: Publication of the issue

Leadership
Honorary chair: Edward Altman, New York University
Co-chairs:
- Jingmei Zhao, Southwestern University of Finance and Economics
- Xiuping Hua, University of Nottingham Ningbo China

Academic Committee
Tony Bellotti, University of Nottingham Ningbo China
Xiuping Hua, University of Nottingham Ningbo China
Hang Zhou, University of Nottingham Ningbo China
Tianxiang Cui, University of Nottingham Ningbo China
Yizhe Dong, University of Edinburgh
Galina Andreeva, University of Edinburgh
Raffaella Calabrese, University of Edinburgh
Zhiyong Li, Southwestern University of Finance and Economics
Fanyin Zhou, Southwestern University of Finance and Economics
Feng Shen, Southwestern University of Finance and Economics
Shuyu Xue, Southwestern University of Finance and Economics
Ying Tang, Southwestern University of Finance and Economics
Xingmin Zhang, Southwestern University of Finance and Economics
Baofeng Shi, Northwest A&F University
Xiao Yao, Central University of Finance and Economics
Jie Sun, Tianjing University of Finance and Economics
Guanming He, Durham University
Armando Rungi, IMT School for Advanced Studies Lucca
Raymond Anderson, Rayan Risk Analytics
Xiaolu Hu, RMIT University
Xianzhi Yuan, Sun Yat-sen University
Guotai Chi, Dalian University of Technology
Zhao Wang, Hefei University of Technology
Mohammad Abedin, Teesside University
Jing He, China Agricultural University
Gang Li, Northeastern University at Qinghuangdao

Organisers
- School of Computer Science, University of Nottingham Ningbo China
- Business School, University of Nottingham Ningbo China
- School of Finance, Southwestern University of Finance and Economics, China
- University of Edinburgh Business School, UK

The Organising Committee
May 2022