COMPLIMENTARY CEFPRO® WEBINAR

Pool Party – Modelling low default portfolios with a pooling approach

Webinar Agenda:

Key agenda points addressed include:

  • Internal Models – Status quo and possible solutions for low default portfolios; Pool Models – Approach and advantages
  • Challenges and Benchmark Solutions from the German market
  • Supervisory Practice – impact the business case for Pool Models
  • Implementation of Pool Models – Set up and split of workload
  • Modelling low default IRB-portfolios is an expensive and time consuming business for IRB-banks
  • The lack of data available for modelling purposes strikes as the most troubling issue
  • The Pool Approach is taking advantage of the opportunity to use rating models developed from pooled data
  • Exceptional modelling quality and economies of scale lead to an alternative for outsourcing modelling activities

Speakers:

Carina-Ehrentraut-120x120

Carina Ehrentraut
Senior Manager
KPMG

Tobias-Noll-120x120

Tobias Noll
Senior Relationship Manager Credit Risk Management
RSU

To view the recording of this webinar you must be a CeFPro member. Becoming a CeFPro member is free and will give you access to exclusive articles, webinar recordings, presentations, videos, reports and much more. Click here to become a member today.

Related posts

June 10, 2022

Using culture and behaviour assessments to improve risk culture

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
June 9, 2022

Managing the impact on the working environment and internal controls

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
June 9, 2022

Adapting business strategy to boost margins in the aftermath of the pandemic

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]