Willem Daniël Schutte

North-West University

WD Schutte is an associate professor at the Centre for Business Mathematics and Informatics at the North-West University, South Africa. He began his career at Absa Bank Limited (South Africa) in 2005 after the completion of his Master’s degree in Quantitative Risk Management. He completed his PhD in Mathematical Statistics at the North-West University in 2014. WD is a seasoned risk professional with experience in regulatory capital, impairment and operational risk models, apart from extensive quantitative risk management experience from a theoretical and practical viewpoint.

Articles by Willem Daniël Schutte

Original research

Shapley values as an interpretability technique in credit scoring

The authors analyze the usefulness of the Shapley value as a machine learning interpretability technique in credit scoring.

03 Jan 2024

Original research

Quantification of the estimation risk inherent in loss distribution approach models

In this paper, the authors contribute to the measurement of model risk by focusing on the quantification of estimation risk.

29 Oct 2019

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