Credit risk management
View AgendaKey reasons to attend
- Discuss the impact of commercial real estate loan default and credit contagion effects
- Explore current expected credit loss (CECL) experience and Basel III endgame implications
- Learn how to build frameworks for integrated stress-testing and credit model risk
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About the course
Start Risk Live early by attending this interactive in-person learning experience covering the most topical issues related to credit risk.
Participants will explore the possibility of increased loan defaults, credit contagion effects, macro/regional economic effects and the interest rate impact on credit risk porfolios while analysing best practices for managing these situations. Through a group discussion, participants will network with other professionals to discuss ways to mitigate credit risk during uncertain times.
With the latest Basel III endgame capital rules and experience with CECL, participants will delve into the nuances of regulatory compliance and examine the implications for their respective institutions. Guided by an expert speaker, participants will learn about building credit risk model validation framework and explore the impact of artificial intelligence and machine learning, ending the course with a case study and Q&A.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
- 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber (use code SUB30)
- Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)
*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.
Learning objectives
- Distinguish different types of credit risk
- Maintain compliance with Basel Committee on Banking Supervision regulations
- Develop plans for trends related to the impact of interest rates
- Integrate credit risk model validation framework
- Mitigate risks associated with AI and machine learning
- Prepare for transition and physical risks in climate risk
- Benchmark to best practices
Who should attend
Relevant departments may include but are not limited to:
- Credit risk
- Counterparty credit risk
- Model risk management
- Stress-testing
- Treasury
- Regulators
- Risk consultant
- Enterprise risk
- Asset-liability management
Agenda
October 15, 2024
In-person. Location: Nashville, TN, USA
Sessions:
- Emerging risks across portfolios
- Managing credit risk under uncertainty
- Credit risk governance
- Group discussion: industry best practices
- Model risk management for credit risk models
- The impact of artificial intelligence (AI) and machine learning on credit risk
- The impact of climate risk and ESG on credit risk
- Case study: Integrated stress-testing for credit, interest rate and liquidity risks
Tutors
Grigoris Karakoulas
President
InfoAgora Inc
Grigoris has over 26 years of experience in predictive modelling and risk management. He is the president and founder of InfoAgora that provides risk management consulting and more to financial services organisations. He is an adjunct professor in the department of computer science at the University of Toronto.
Prior to founding InfoAgora, Grigoris was working at CIBC as vice president of customer behavior analytics, responsible for customer decisioning and credit risk measurement solutions for adjudicating new customers and proactively managing existing ones. He has been a postdoctoral fellow in the Institute of Information Technology at the National Research Council. He is on the PRIMA subject matter boards for stress-testing and enterprise risk management and has published more than 40 papers in journals and conference proceedings. He holds a PhD in computer science.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Plumb job: can Basel III unblock US credit risk transfer? - Read article | Risk.net
- US credit risk modellers prepare for life after IRB - Read article| Risk.net
- The impact of Basel III on bank capital and credit: the Fitch Ratings view Read article | Risk.net
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.