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The future of credit risk and stress testing: How are requirements and techniques advancing?
Experts at RiskMinds International 2022 explore new techniques in credit risk modelling and developments in stress testing, particularly for climate change risk
Never Miss A Beat: A Quantitative Approach For Transforming News To Credit Signals
Dr Rainer Glaser and Ian Shipley, Oliver Wyman, have brought together some of the latest thinking on NLP and transformer models with our 30 years of market leading expertise in credit risk modelling to create a system that helps you to never miss a news story that has implications for the credit worthiness of your counterparties or investments.
Stress Testing Today, Tomorrow and Beyond
Enjoys this session from RiskMinds International, where Jeroen Van Doorsselaere, VP, Global Product & Platform Management, FFR, Wolters Kluwer talks about stress testing as a catalyst and a driver, implications of stress testing requirements and much more.
Building stress testing models for climate change risk
Join RiskMinds International speakers Alok Rustagi, EXL, Pankaj Talwar, Absa Regional Operations, Scott Aguais, Z-Risk Engine®, and Konstantina Armata, Barclays, for a discussion about challenges in building stress testing models, if the current regime (ECB stress test requirements) is clear enough to drive appropriate decision making and behaviour and much more.
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Never Miss A Beat: A Quantitative Approach For Transforming News To Credit Signals