3rd Edition Credit Risk Modeling and Management for Financial Institutions 2024 | Marcusevans Group. | 18 March 2024 | TBA, New York, NY, USA

Ensure cross-function collaboration to guarantee strong credit risk processes and appropriately manage models and new technology in the current credit risk environment. This GFMI conference will equip the audience with practical solutions and experienced perspectives to assess and better adapt to key high-risk areas and their impact on credit risk strategies. The central challenges to be addressed include adjusting modeling and management techniques to fit market influences, incorporating climate risk considerations, and re-evaluating cross-function collaboration. Experts in this field will discuss practical examples to enhance modeling techniques, deal with data limitations and future-proof modeling and management systems in credit risk.

Key Sessions:

• Gain an update from regulators to ensure sound credit risk modeling in the current macroenvironment
• Calculate and integrate the expected losses of climate transition scenarios in credit risk measures
• Natively Interpretable Machine Learning for Credit Scoring
• Enhance resilience by improving visibility in credit risk across different functions
• Explore the appropriateness of AI/ML credit models for regulatory modeling
• Identify inflation drivers and loss forecasting obstacles for credit risk modeling

2024 Speakers

Haibo Huang
Managing Director, Global Head of Credit Stress and Portfolio Analytics, Morgan Stanley

David Palmer
Senior Supervisory Analyst, Federal Reserve Board

Santosh Mishra
Head of Credit Modeling & Advanced Analytics, KeyBank

Mircea Pigli
Senior Vice President, Director, Credit Risk and Capital Management Modeling, Fifth Third Bank

C. Robin Castelli
Author, Quantitative Methods for ESG Finance

Katherine Zhang
Managing Director, State Street

Matthew Bledsoe
SVP, Director of Credit Loss Forecasting, First Horizon Bank

Alla Gil
Founder and CEO, Straterix Inc.

Katie Hysenbegasi
Managing Director, Global Head of Risk Modeling and Analytics, BNY Mellon

Bernardo Mandri
Executive Director, Head of Credit Risk Review, Industrial and Commercial Bank of China

Chad Mukherjee
Managing Director, Credit Model and Climate Risk Technology, BMO

Yun Zheng
U.S. Head of Stress Testing and ESG Analytics, HSBC

Grace Duggar
SVP Head of Model Risk Management, China Construction Bank

Agus Sudjianto
EVP, Head of Corporate Model Risk, Wells Fargo

John O'Keefe
Financial Analyst (Quantitative), FDIC

Michael Jacobs, Jr.
Lead Quantitative Analytics & Modeling Expert, PNC

Sean Keenan
Executive Director Stress Testing & Portfolio Analytics, Sumitomo Mitsui Banking Corporation

Yongping Liang
Senior Director of Capital and Climate Risk Analytics, Fannie Mae

Christopher Mann
Lecturer, Former MD - Credit Risk Management and Analytics, Columbia

Arthur D Stocki
Partner, Straterix Inc.

2024 Partners

SUPPORTING PARTNERS:
• AI&ML Events
• AI Time Journal