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Jake Fowler

Recent Innovations in Credit Scoring: Hype or Help?



Ethan Dornhelm, Vice President, Scores and Predictive Analytics, FICO
Tom Parrent, Quantilytic 


Join FICO® Score expert Ethan Dornhelm and mortgage industry expert Tom Parrent as they delve into the latest topics of interest in credit risk scoring.  Ethan will cover recent FICO research aimed at quantifying the incremental value of trended credit bureau (CB) data on margin to static CB data in predicting credit risk. Ethan will also highlight findings from a study examining the pros and cons of developing “FICO® Score” via state-of-the-art machine learning techniques, including neural nets and gradient boosted trees.

Tom Parrent will share his insights into the risks and opportunities that new scores pose for expanding access to credit in the mortgage space. Tom will share analysis that concludes relatively few new qualified mortgage borrowers will emerge from new scoring methodologies. He will also discuss the risk of a dangerous “race to the bottom” that could result from some of the expanded scoring options currently under consideration by FHFA.


  1. Use of trended CB data for credit risk assessment 
  2. Use of machine learning techniques in the development of broad-based credit risk scores
  3. Risks and opportunities in expanding mortgage credit via new scores


  1. Independent insights into the incremental benefit of trended CB data
  2. Deeper understanding of the benefits and challenges presented by the use of modern machine learning techniques in credit risk modeling.
  3. Insight into FHFA scoring proposals

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Tom Parrent

Principal, Quantilytic

Tom has deep executive experience across multiple specialties in financial services.  His particular strengths include risk management, quantitative analysis, process improvement and behavioral economics.  Parrent has served as Chief Risk Officer at three major mortgage firms and has extensive experience in government, rating agency and regulatory relations, crisis management and innovative statistical analysis.  He has a Bachelor’s degree in Economics from Princeton University and an MBA in Finance and Statistics from the University of Chicago.  

Parrent served most recently as Chief Risk Officer at United Guaranty.  He managed all aspects of risk management as well as internal audit.  He was instrumental in establishing several unique capital markets risk sharing transactions.  He was also deeply involved in the sale of United Guaranty from AIG to Arch Capital Group.

Parrent was brought into Genworth US Mortgage Insurance as Chief Risk Officer just as the financial crisis was beginning.  He played a pivotal role in bringing the mortgage insurance industry back under control with sweeping changes in credit policy and pricing that were swiftly adopted by competitors.  His state of the art models and careful management of credit exposures and rating agency relations were keys to Genworth’s survival.    Parrent also served for several decades at a variety of major financial services firms.

Ethan Dornhelm

Vice President, Scores and Predictive Analytics, FICO

Ethan Dornhelm, Vice President, FICO Scores and Predictive Analytics, leads the research and analytic development of FICO® Scores globally. Ethan is responsible for enhancing the predictive power of the core product line as well as researching alternative data sources, emerging analytic methodologies and machine learning techniques in the development of new scoring products.

Ethan has spent much of his 17 years at FICO supporting the technical development, maintenance and analytic support of FICO® Scores in North America. Prior to FICO, Ethan served as a Director in the credit risk management group at American Express. Focused on underwriting strategies in the consumer card business, he evaluated and utilized new data sources for consumers with limited credit history. Ethan has a  B.S. in management science/operations research from UC San Diego.  Read Ethan’s blogs here:

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