Credit Risk Modelling

Sessions include model risk management, stress testing credit risk portfolios, and effects of COVID-19 on models.


Credit Risk Modelling 

September 1-4, 2020 | Online


Join us for this four-day online course designed to specifically meet the needs of those working in credit risk modelling.

Attendees of this course will leave with a deeper understanding of how to tackle the challenges of credit risk modelling and develop a best practice approach to this evolving discipline. 

Industry experts will be covering need-to-know topics such as stress testing credit risk portfolios and model risk management from a global perspective and within the context of the economic challenges of the COVID-19 pandemic.

Attendees with have the opportunity to learn from like-minded practitioners from various organisations and develop best practice approaches to credit risk modelling.

What will you learn?
  • Best practice approaches to credit risk modelling
  • How to manage model performance following the effects of COVID-19
  • The importance of stress testing credit risk portfolios including regulatory expectation and model design
  • How AI and machine learning is used in building and capturing changes in models
  • Model risk management overview including corporate and retail
  • The importance of climate risk in relation to credit risk modelling
  • New modelling approaches following finding a new normal
Who should attend?

Relevant departments may include but are not limited to:

  • Credit risk
  • Risk modelling
  • Stress testing
  • AI
  • Machine learning
  • Model risk
  • Climate risk
  • Risk management
Sessions include
  • Best practice credit risk modelling
  • Stress testing credit risk portfolios
  • AI and machine learning in credit risk modelling
  • Model validation and assurance
  • Model risk management
  • Effects of COVID-19 on models
  • Climate risk
  • Forward looking approach to credit risk modelling 

CPD / CPE Accreditation


CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event.

CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.