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X-WR-CALNAME:Global Credit Data
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X-WR-CALDESC:Events for Global Credit Data
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DTSTART:20210101T000000
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BEGIN:VEVENT
DTSTART;VALUE=DATE:20221107
DTEND;VALUE=DATE:20221109
DTSTAMP:20261003T103423
CREATED:20220727T164213Z
LAST-MODIFIED:20221122T174105Z
UID:10415-1667779200-1667951999@globalcreditdata.org
SUMMARY:GCD Conference 2022
DESCRIPTION:  \n \nKey Note Topics & Speakers\nThis year's conference will have industry insights and some of the topics will include: \n\nGCD in action - use cases with peer banks\nA Regulator’s view on Climate Risk in Pillar I\nESG risks and challenges for bank’s: State of Play in Europe\nSensitivity of the Loss-given-default to macroeconomic conditions: GCD-ECB joint study\nChallenger model with GCD data using AI techniques\nValidation of LGD models using GCD data\n\nBreak out sessions with your peers allow for valuable conversations\, and some of the topics may include: \n\nPerformance Guarantees and Trade finance Loss analyses\nUnresolved defaults: How to include unresolved defaults into your LGD calibration\nGCD Benchmarking as a service: Insights from the French member banks\nThe future of Specialized Lending: what lies ahead\nWorkshop on how to use GCD data\n\n \n \n \n \n \n \n \n \n \n \n \n\n \n\n\n\nView the Agenda here. \nConference slides are available only to GCD Member Bank representatives & conference attendees. Please contact secretary@globalcreditdata.org to learn more about GCD and membership. \nDownload Full Slides Pack\nDownload slides per session: \nNovember 7th - Day 1  :  \n\nWelcome Ceremony\nGCD Trade Finance in action with Banking and Industry Authorities\nGCD in action – Use cases from your peers\nAutomation of GCD LGD Data collection: ING’s journey from tactical to structural solutions \nUNEP FI  Catalysing action across the financial system to support the transition to more sustainable and inclusive economies worldwide\nThe climate extended credit risk model CERM – integrating climate risk and credit risk factors into a multifactor Merton-type model.\nHeterogeneities among credit risk parameter distributions: the modality defines the best estimation method".\nCredit line exposure at default modelling using Bayesian mixed effect quantile regression\nProving Representativeness in your GCD Samples\nThe importance of data in credit risk… and beyond\nA Regulator’s view on Climate Risk in Pillar I\n\nNovember 8th - Day 2 :  \n\nUpdates from the GCD Methodology Committee & Insights into GCD Platforms\n Sensitivity of the Loss-given-default to Macroeconomic conditions: GCD-ECB joint study\n EBA on Trends and Conditions in Markets for Infrastructure Lending\nChallenger Model with GCD Data using AI Techniques\nChallenge of consolidation global data to meet GCD industry standards\nUnresolved defaults: How to include unresolved defaults into your LGD calibration\nPerformance Guarantees and Trade Finance Loss Analyses\nGCD PD and rating migration data | Capturing the downturn during the pandemic and current geo-political turmoil.\nValidation of LGD models using GCD data\nSupporting Lending Strategies\n\n  \n  \n 
URL:https://globalcreditdata.org/events/2022conference/
LOCATION:London\, London
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