E:\marcusevansassets\Doc\Events\ Global Financial Markets Intelligence conferences | Live Online Course: Credit Risk Modelling under Stressed Conditions

Global Financial Markets Intelligence

Global Financial Markets Intelligence

Live Online Course: Credit Risk Modelling under Stressed Conditions

A structured online course delivered in four half day sessions

21-24 Sep 2020
Online, United Kingdom

Why You Should Attend

Live Online Course: Credit Risk Modelling under Stressed Conditions

To ensure we meet your expectations and maximise your return on training investment, we favour a classroom/workshop style set

The course aims to strike a balance between modelling concepts and business applications. It is primarily aimed at modellers but users of models such as portfolio managers may also find it useful. Some theoretical concepts are inevitable but the course aims to explain how these concepts are applied in practice, covering how models relate to reality (including customer experience) and how they are used to calculate key numbers. Practical considerations, particularly where models are limited due to lack of data, are highlighted, and some solutions noted.

There are many ways to build and use credit risk models and no single correct answer. A consensus approach on how to apply regulations to the real world of messy and incomplete data, and conflicting stakeholder requirements, tends to emerge rather than be defined up front. The course covers the most relevant and effective methodologies from the trainerís own experience, and they will host discussion sessions at the end of each topic so that delegates can discuss their own approaches and how they may fit in with those discussed.

About your expert trainer:

Paul Monaghan has over 25 years experience of statistical modelling covering medical, marketing, retail, financial and Credit Risk applications. He has focussed on credit risk models for the past 14 years and has worked at major retail banks and building societies in the UK such as Barclays, Skipton Building Society, Lloyds Banking Group and CYBG (Clydesdale Yorkshire Banking Group). At Barclays he was responsible for the monitoring of 100 credit risk models across the business. He has covered all aspects of the model development life cycle and both business and regulatorymodels. During his time at Lloyds he was particularly focused on IFRS9 and IRB modelling.

He founded White Horse Analytics in 2016 and projects covered to date include IFRS 9 model validation and rework, IRB model development, model annual reviews, and process improvements for major retail banks.Paul has a B.Sc. (First Class) in Mathematics with Statistics from Imperial College, London, and a Ph.D. in Statistics from the University of Liverpool.He has provided training sessions on IRB and IFRS 9 modelling to a senior level including executive boards.

Who should attend?

All staff with a role, or interest, in Credit Risk Modelling particularly those responsible for: Credit Risk Modelling; Stress Testing; Credit Risk Management; as well as credit risk practitioners and regulators of financial firms.

Key Topics

  • Best practice approaches to adapting your credit risk modelling framework
  • Steps to ensure effective model development and maintenance
  • How to develop best-in-class forecasting and stress testing
  • What the regulatory issues are and how to respond to them
  • How to identify and manage the impacts of economic volatility on credit risk models

  • 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
    • “Benefitted from invaluable lessons learned” BNP Paribas
    • “The practical approach solidified my understanding of the topic, well structured course” ING Bank
    • “Fun, informative, thought provoking” Lloyds Banking Group
    Join the Discussion

    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Kamelia Simeonova

    101 Finsbury Pavement, London, EC2A 1RS

    0044 203 002 3172
    Email: kamelias@marcusevansuk.com