Explore the best practices in credit risk modelling to overcome the challenging macroeconomic pressures, conflicting data and regulatory demands of the current credit risk environment.

In the current volatile environment, financial institutions need to remain on top of the recent developments in credit risk modeling, in order to reduce the risk of financial loss and regulatory misconduct. If banks do not appropriately model for these risks, then they could misallocate capital and make errors in their lending decisions which could consequently lead to dissatisfaction from the regulators and potential financial losses for the institution.

The GFMI 2nd Edition Credit Risk Modeling conference held in Chicago, IL on September 6 – 8, 2023 will equip the audience with practical solutions and experienced perspectives to better adapt to macroeconomic changes and account for the impact of the current volatile market in their credit risk modelling practices. The central challenges to be addressed include adjusting modelling techniques to fit market influences, incorporating climate risk considerations, and re-evaluating machine learning uses and limitations. Experts in this field will discuss practical examples to enhance regulatory modelling, deal with data limitations and future-proof modelling systems in credit risk. Register now for two days of interactive sessions and a must-attend workshop on day three!

Attending This Premier marcus evans Conference Will Enable You to:

• Overcome the challenge of conflicting data in credit risk modelling 

• Strengthen existing frameworks for CECL Integration

• Overcome the challenges of incorporating climate data into credit risk modelling

• Assess the increase of non-performing loans and how to identify early warning signals

• Use ML and AI to improve credit risk modelling practices

• Assess the US-based CSA efforts and lessons from the EU and UK

Best Practices and Case Studies from:

• Wei Zheng, Senior Vice President, Head of Credit Risk, U.S. Bank

• Santosh Mishra, Head of Credit Modeling & Advanced Analytics, KeyBank

• Imir Arifi, Head of Methodologies & Models in the Americas, UBS

• Grace Duggar, SVP Head of Model Risk Management, China Construction Bank

• Nathan English, SVP Head of Shared Risk Model Automation and Innovation, Regions Bank

• Joe Peedikayil, Head of Model Development, Forecasting & Data Analytics, First Citizens Bank

For more information and registration discounts please contact: Ms Ria Kiayia, Digital Media and PR Marketing Executive at riak@global-fmi.com or visit: https://bit.ly/45oVRM5