Credit Risk Modelling

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

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Credit Risk Modelling 

September 1-4, 2020 | Online

VIEW PRICING OPTIONS HERE

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.

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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
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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
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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

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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.
You are brilliant. My team are outsourcing most if not all of our training to you at the moment.
Mizuho
One of the best seminars I have attended. I liked the way actual experiences with products discussed were integrated into the presentations
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BNY Mellon
Very dynamic. Nice to have various different speakers. Very good to have full-time presence from Risk Training logistics staff. Speakers were all very technical and worthwhile
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European Central Bank
Excellent industry history and in-depth knowledge
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Barclays
Knowledgeable speakers and thoughtful presentations
Accenture
The speakers were very good and the topic was very interesting to me
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BBVA
The learning is mutual when delegates and speakers bring such rich experience from industry and academia. Also inspiring to see so many senior people so motivated to learn new things.
Morgan Stanley

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