Credit Risk Modelling

Gain insight into best practise approaches, developing areas and the future of credit risk modelling.

Join us for this interactive, expert led virtual course focused on the dynamics and applications of credit risk modelling.

During the four-day course, participants will have the opportunity to engage in technical content exploring best practise approaches for credit risk modelling and its applications in stress testing credit portfolios, AI and machine learning and climate change.

Key sessions will deep dive into model risk management and validation, as well as explore how best to successfully approach and manage credit risk modelling in the economic challenges of the COVID-19 pandemic. Sessions will explore the future of credit risk modelling, including regulatory updates, new model approaches and how to interpret framework changes.

Attendees will be able to connect with subject matter experts offering a global perspective on this topic to gain insight into how to overcome challenges in this evolving discipline. 

What will you learn?
  • Best practice approaches to credit risk modelling
  • An overview and application of stress testing credit portfolios
  • Understand the application of AI and machine learning to build credit risk models
  • How to integrate climate change risk into current credit models
  • The effect of the pandemic on credit risk models and the challenges it poses
  • Explore and discuss the future of credit risk including new modelling approaches
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
Online Training

Our live, virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
  • Facilitated collaboration including Q&A, interactive polling and group workshops
  • Live interaction with subject matter experts – get your questions answered in real time
  • Receive comprehensive course materials and supporting content from to reinforce your learning
  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Dilip Singh

Director- model risk management


Maria Kostova

Credit Risk Specialist 

European Central Bank

Maria Kostova has over 16 years of experience in Regulatory Risk with specific focus on Expected Credit Loss Methodologies and Internal Ratings Based Approach Valuation techniques.

Her significant focus of expertise resides in Model Development, Validation, Risk Governance, Capital Allocation mechanisms and Financial Stability Frameworks across Pillar 2A and 2B types of risk- Credit, Market, Liquidity, Concentration, Interest Rate Risk in the Banking Book /IRRBB/ and Model Risk Management. During her career, she has been predominantly engaged in top tier Banking Groups in the United Kingdom, the Netherlands and Spain, allowing her to acquire a comprehensive IFRS9 and A-IRB Credit Risk Modelling expertise in PiT/TTC PD, LGD, EAD Development and excellent understanding of Internal Capital Adequacy requirements (ICAAP/ ILAAP) alongside Risk Weighted Asset adjustments, Liquidity Restructurings and Stress-testing techniques. She is specialized in Banking and Finance with strong emphasis on Statistics and Microeconomics in the United States, where this substantial exposure on logistic and linear regression methodologies in statistics for retail and corporate portfolios has been developed and practiced in accordance with Basel/ BIS/ ECB/EBA Regulatory Frameworks and the PRA Requirements in the UK.


Ioannis Tsakanikas


Morgan Stanley

Ioannis has extensive experience in development and validation of credit risk models, including IRB, IFRS9 and stress testing models. He has worked and consulted for major banking groups, like HSBC, Santander and currently Morgan Stanley. Ioannis holds a PhD in Mathematics and is a CFA and PRM charterholder.  

Jesús Calderón

Managing director

Maclear Data Solutions

Jesús Calderón advises Canadian and international clients in the financial services and energy industries on the implementation of data-driven solutions for risk management in  banking, insurance, capital markets, and energy trading, as well as anti-money laundering and regulatory activities. Jesús has over twelve years of experience in risk management, internal audit, and fraud investigations, where he has specialized in the application of data science and machine learning methods to optimize risk control activities and examinations.

Peter Plochan

EMEA principal risk specialist


FRM certified Risk Management specialist with strong analytical mindset and finance background. By combining my 10+ years of Risk Management experience with SAS Analytical and Risk & Finance Solutions I am uniquely positioned to provide the leading financial institutions with valuable advice for addressing their Risk & Finance management challenges.

My main Finance & Risk Management competency areas include:
- Finance and Risk Management technology;
- Risk regulations ( Basels /CRDs, ICAAP, ILAAP, Solvency II, ORSA);
- Accounting standards: IFRS 9 ;
- Enterprise Risk Management;
- Model Risk Management;
- Financial Risk Management and Asset Liability Management;
- Risk data / analytics;
- Planning, Forecasting, Stress Testing, Scenario analysis and Capital management.
- Risk and Finance integration

I am passionate about helping companies to improve their existing risk and finance processes, providing advice, educating and driving business development in the areas above.

CPD / CPE Accreditation


CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 8 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 8 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.

Not the course for you?

Risk Training offers a great selection of courses in finance, risk management, regulation and derivatives across North America, Asia and Europe for you to choose from.

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Countdown to the course

01 December 2020
2020-12-01 14:00:00 +0000