Understand how to adapt credit risk modeling 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
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:
- Enhance regulatory modelling and CECL implementation within credit risk
- Determine how the process of model validation can be done more effectively and streamlined
- Overcome the challenges that the volatile macroenvironment poses for credit risk
- Assess the best approaches for managing COVID related data within credit risk models
- Evaluate the incorporation of climate risk data into credit models
- Understand how machine learning and artificial intelligence can be utilized in credit risk
Keynote Presentations from Financial Organizations such as:
- Federal Reserve Bank of New York
- S Bank
- BNP Paribas
- Charles Schwab
For furhter information and clarifications, contact Ayis Panayi at [email protected] or visit the events website here: https://bit.ly/3EefWZL.