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X-WR-CALDESC:Events for Global Credit Data
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SUMMARY:Member webinar "GCD data in action"
DESCRIPTION:We kindly invite you to join our upcoming webinar which summarizes the highlights of our last two conferences in Stockholm and New York.   \nTwo senior risk managers of our member banks share their experience on how their banks have used GCD data lately in their modelling: ​ \n\n\nCommercial Real Estate LGD Model (LTV-model) with GCD Data  \n\n\nEAD modelling with GCD data \n\n\nAt the end of the webinar\, we will also zoom into the current initiatives of GCD:   \n\n\nThe use of GCD for benchmarking purposes: How to read GCD’s peer comparison report \n\n\nBenchmarking credit risk parameters under IFRS 9 and CECL  \n\n\n  \n  \n\n\n\n\nTopics to be addressed by our valuable speakers\n			 \n\n\n\n\n \nPubudu Premawardena\, Vice President\, Internal Ratings Management\, SCOTIABANK \n“Commercial Real Estate LGD Model with GCD Data” \nPubudu is leading a team responsible for developing and implementing models for operational risk\, non-retail internal risk ratings\, AIRB credit risk parameters\, and IFRS 9 Expected Credit Loss. Pubudu has over 20 years’ experience in the Financial Services industry ranging from financial analysis\, mergers and acquisitions\, portfolio management\, credit adjudication\, model development\, model validation\, and project management. Pubudu is a computer engineer\, a CFA\, and a FRM. Pubudu is also a member of the GCD board since June 2018.  \n  \n\n\n\n \n\n\n \nAtif Khan\, Senior Manager\, Wholesale Risk Estimates Modelling Risk Analytics and Insights\, WESTPAC \n“Non-retail EAD modelling with GCD data” \nAtif enjoys the application of new and novel analytical techniques to solve banking problems. In Westpac\, he leads a multi-disciplinary team which is responsible for the PD\, LGD and EAD models applied to the Westpac non-retail portfolio. Over the last 10 years at Westpac Atif has had an opportunity to work in multiple domains of the Credit Risk Analytics space covering different portfolios. His work has covered areas ranging from stress testing\, economic capital\, risk estimates modelling to macroeconomic and country risk modelling.  \n  \n\n\n\n \n\n\n \nNina Brumma\, Head of Analytics and Research\, Global Credit Data  \n“The use of GCD for benchmarking purposes – How to read the new GCD peer comparison report” \nNina has more than 15 years experience in credit risk modelling and is responsible for GCD’s analytics and research. Previously\, she was employed by KfW Bankengruppe where she was responsible for credit risk modelling and validation for LGD and EAD in non-retail portfolios. She holds a German Diplom in Mathematics from Münster University and a Master Degree (M.Sc.) in Risk Management & Regulation from Frankfurt School of Finance and Management. \n  \n\n\n\n \n\n\n \nDaniela Thakkar\, Methodology & Membership Executive\, Global Credit Data  \n“Benchmarking credit risk estimates under IFRS 9 and CECL”  \nDaniela has 15 years of experience in credit risk management\, modelling and reporting. Prior to Global Credit Data\, she was heading the financial risk team at Delta Lloyd Bank where she was responsible among others for the Basel III migration plan and the implementation of AIRB-compliant credit risk models. Her profile is rounded by risk positions at RSU Rating Service Unit\, PricewaterhouseCoopers and NIBC. \n  \n\n\n\n\n  \n\n  \n\n\n\n\nLog in details\n  \nLink to the meeting:  \nhttps://globalcreditdata.zoom.us/j/947360672 \n  \nCall numbers:  \nMeeting number: 947360672#  \nNL: +31 (0) 20 241 0288 or +31 (0) 70 808 1008 \nUS: +16699006833 or +19294362866 \nAustralia: +61 (0) 2 8015 2088 or +61 (0) 8 7150 1149 \nFurther international call numbers: \nInternational numbers \n  \n\n\n\n\n  \n \nContact person: \nDaniela Thakkar  \nLocation: \nWebex call
URL:https://globalcreditdata.org/events/credit-risk-news-from-around-the-world/
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