Understand how to adapt credit risk modelling strategies in a new environment where macroeconomic pressures, regulatory demands and covid related data are posing an array of challenges to financial institutions

23 January - 25 January 2023 | New York City | NYC

Credit risk modelling continues to be a top priority for financial institutions in 2022. Despite the fact that they are now more comfortable with managing the regulatory environment, there are still enhancements and optimization to be made to regulatory models. In addition to this, there are new concerns in this space which are being prioritized. The current macro environment with changing interest rates and inflation is causing concern for credit risk modelling professionals as they need to account for the impact that this will have. It is vital that banks keep on top of the priorities in this space as they need to appropriately monitor the probability of default of different customers and remaining on top of the emerging macro developments needs to be a consideration to do this effectively. Additionally, there are still challenges around what to do with COVID data and the implementation of climate risk into credit risk models.

This GFMI conference will allow delegates to understand the best practices for overcoming the challenges of the volatile market, including how to adapt to macroeconomic factors, keep updated with the best techniques for measuring climate risk and incorporate machine learning technologies into modelling strategies. The conference will examine all of these problems in depth and also provide practical examples of the best practices to deal with COVID data, enhance regulatory modelling, CECL compliance and model validation. 

Why you should attend:

1. Enhance regulatory modelling and CECL implementation within credit risk

2. Determine how the process of model validation can be done more effectively and streamlined

3. Overcome the challenges that the volatile macro environment poses for credit risk

4. Assess the best approaches for managing COVID-related data within credit risk models

5. Evaluate the incorporation of climate risk data into credit models

6. Understand how machine learning and artificial intelligence can be utilized in credit risk

Keynote Presentations from Financial Organizations such as:

• MUFG

• Ally

• Federal Reserve Bank of New York

• Citi

• U.S Bank

• BNP Paribas

• Citizens

• KeyBank 

• Charles Schwab

• PNC

For further information and clarifications, contact Ayis Panayi at ayisp@marcusevanscy.com or visit the event's website here: https://bit.ly/3NM8UyL.