Never Miss A Beat: A Quantitative Approach For Transforming News To Credit Signals
Presented by Dr Rainer Glaser, Partner, Oliver Wyman, and Ian Shipley, Partner, Oliver Wyman, featuring insights on:
- The latest thinking on NLP and transformer models
- The impact of news flow on credit worthiness of counterparties or investments
- Mitigating actions that can be taken in order to reduce credit losses or capital requirements
Stress Testing Today, Tomorrow and Beyond
Presented by Jeroen Van Doorsselaere, VP, Global Product & Platform Management, FFR, Wolters Kluwer talks about:
- Stress testing as a catalyst and a driver: Climate, Interest Rates, COVID, Liquidity, Basel capital
- Implications of stress testing requirements
- The architecture characteristics derived from you stress testing
- Stress testing: a criterion to evaluate your risk management framework
Building stress testing models for climate change risk
Moderated by Alok Rustagi, Director, Data & Analytics, EXL
On the panel:
- Pankaj Talwar, Chief Risk Officer, Absa Regional Operations
- Scott Aguais, Managing Director & Founder, Z-Risk Engine
- Konstantina Armata, Senior Modeling Expert, Barclays (ex Group Head Model Risk at Deutsche Bank)
This panel addresses the following challenges in building stress testing models for climate change risk:
- Is the current regime (ECB stress test requirements) clear enough to drive appropriate decision making and behaviour?
- Are there practical challenges in building these models due to data unavailability and data quality?
- How should banks think of short-term vs long term stresses for physical and transition risks on their portfolio due to climate?
- How can climate stress tests utilize a combination of objective climate data and scenarios to assess extreme risks in the future?