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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Live Online Training Course: Comprehensive Credit Risk Modeling Masterclass

With a focus on Economic & Regulatory Objectives, CECL and COVID-19

6-8 Apr 2022
Online, United States of America

Why You Should Attend

Live Online Training Course: Comprehensive Credit Risk Modeling Masterclass

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

Credit risk modelling techniques have advanced over the last 10-15 years in light of recent regulatory changes. The need to determine wholesale credit risk parameters (probability of default, exposure at default and loss given default) that are consistent with economic and Basel capital and can provide a useful framework for stress tests and CECL requirements has highlighted the importance of robust methodology and validation.

This comprehensive and practical training will give participants an overview of various credit risk modelling techniques and applications, while going into details regarding Basel III/IV and CECL and providing extensive examples and case studies. A module associated with dealing with how Covid-19 affects the various credit risk estimates as used in different applications. At the end of this intensive course, participants will be equipped with ready-to-use frameworks for application in various areas of credit risk modelling.

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.

Pre-course questionnaire:

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 as well as other industry 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 Modelling

• Accounting/Finance

• Model Development and Validation

• Quantitative Analysis

• Enterprise-Wide Risk Management

• Risk / Finance IT Delivery

Key Topics

  • 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 modelsfor various applications
  • Advice as to how for both internal and regulatory purposes Covid-19 factors should be incorporated into estimates.

  • 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
    • “Excellent – very insightful course content, excellent delivery by the speaker (plus time for questions & discussions), Webex platform worked well, and helpful service from Marcus Evans” BNY Mellon
    • “Overall, the course is good and met my expectation. The course material is very informative and helpful” Ameriprise Financial
    • “I really enjoyed and benefitted from the course, mostly due to the experienced speaker” Op Financial 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