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LGD Subcommittee Meeting #3/2020

---------- Join Zoom Meeting https://globalcreditdata.zoom.us/j/95530840735 Meeting ID: 955 3084 0735 One tap mobile +19294362866,,95530840735# US (New York) +12532158782,,95530840735# US (Tacoma) Dial by your location         +1 929 436 2866 US (New York)         +1 253 215 8782 US (Tacoma)         +1 301 715 8592 US (Germantown)         +1 312 626 6799 US (Chicago)         +1 346 248 7799 US (Houston)         +1 669 900 6833 US (San Jose) Meeting ID: 955 3084 0735 Find your local number: https://globalcreditdata.zoom.us/u/acBr08L2Cw https://globalcreditdata.zoom.us/j/95530840735 Location:https://globalcreditdata.zoom.us/j/95530840735

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Webinar workshop on LGD modelling with GCD data

Get hands on with LGD Modelling using LGD Data: Webinar workshop with FCG on a model building exercise Philip Winckle is joined by modelling expert Thomas Aldheimer from FCG to walk through a joint GCD/FCG exercise in using GCD data to build LGD models.  The modelling work was overseen and instructed by a GCD member working group and used GCD standard definitions to develop a range of models, with a focus on Machine Learning The webinar will be in a workshop format with a focus on modelling methods, details and choices made, as well as detailed outcomes. The event is scheduled on June 16th, 2020 from 3 pm to 5 pm CEST / 9 am to 11 am EST.   On the agenda: Explore just how usable GCD data can be when building forward looking LGD models Comparing drivers observed in the data to those normally used in the industry Explore the additional benefits of using Machine Learning to enhance model predictiveness This workshop will benefit both hands on modellers and model managers as well as people working with credit risk data who want to see how it is used in practice. Please register here. In case of further questions, you […]