AI & Credit Risk Day

ML Models, Governance and Generative Applications

📍 Maison des Sciences Économiques – 6th Floor, Room

14:00 – 14:15

AI Challenges in Credit Risk Modeling
Rania Hentati-Kaffel & Marc-Arthur Diaye
Université Paris 1 Panthéon-Sorbonne

14:15 – 14:45

AI and Credit Scoring: Robustness, Explainability and Implications for Debt Management
Xavier Bocher
Crédit Agricole

14:45 – 15:15

Machine Learning Potential for Accurate and Supervisory-Compliant LGD Models for IFRS 9 ECL Provisioning
Modeste Tarwobgo Boudwaya
Université Paris 1 Panthéon-Sorbonne

15:15 – 15:45

Integrating Machine Learning and Climate Risk into Leasing Credit Pricing:
Methodological Approaches and Applications
Armand L’Huillier
Nexialog Consulting

15:45 – 16:15 | Coffee Break (30 minutes) ☕

16:15 – 16:45

Reinforcement of Societal Biases Through Machine Learning: A Credit Scoring Perspective
Bertrand Kian Hassani
QUANT AI Lab

16:45 – 17:15

Generative AI for Risk Management: LLM Architectures and Regulatory Compliance
Carmen Cristea
Crédit Agricole

17:15 – 17:45

Discourse vs. Emissions: Analysis of Corporate Narratives, Symbolic Practices, and Mimicry Through LLMs
Yacoub Bahini
QUANT AI Lab

17:45 – 18:00

Quantitative Optimization of Credit Grades: New Segmentation Methods
Master MOSEF – Data Science