Comprehensive Credit Risk Modeling
A comprehensive 2-day course covering the essentials of credit risk modeling, including CECL, and regulatory and economic credit risk modeling
4-5 Nov 2019
Downtown Conference Center, New York, NY, United States of America
- Why You Should Attend
Comprehensive Credit Risk Modeling
To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set up for the delivery of our courses. Please note we therefore have a limited number of spaces available and these will be assigned on a first come, first accepted basis. We recommend early booking to avoid disappointment.
How you will benefit
· Appreciate the overall context of credit risk modelling in an effective risk management context
· Understand specific challenges regarding CECL expected credit loss modeling as it goes live in 2019.
· Comprehend how to develop solid credit risk models as well as adjust and leverage existing models for various applications
About your expert trainer
Mich Araten has had over 40 years of experience at JPMorgan Chase where he developed credit risk capital and expected loss models for global retail, wholesale, and capital markets, and has completed a number of historical studies supporting these models. A special focus has been on regulatory issues, Basel, and JPMorgan’s Strategic Risk Grading Task Force. He has published widely in journals, authored chapters in books, and is a frequent speaker at conferences. As Managing Director of Credit Risk Capital Advisory he provides consultancy to banks and conducts training seminars throughout the world. He has been an Adjunct Lecturer at Columbia University, Fordham Graduate School of Business, and at Polytechnic Institute and holds a PhD in Operations Research from Columbia University.
A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.
Who should attend?
Solid credit risk management and modelling continues to be the backbone for long-term success in the banking and financial sectors. Respectively, this course is well suited for professionals working in one of the following or related areas, in order to be prepared to keep up with the challenges around the corner:
• Credit Risk Modeling
• Model Development and Validation
• Quantitative Analysis
• Enterprise-Wide Risk Management
• Risk / Finance IT Delivery
- Why Choose GFMI marcus evans?
marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.
Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.
- Voice of Our Customers
- “Very good – helped me visualize what I am working backwards from.” – Woodfast National Bank
- “Experienced trainer with well organized material.” – Freddie Mac
- Join the Discussion
- Event Contact
For all enquiries regarding speaking, sponsoring and attending this conference contact:
Telephone: +44 203 002 3329