Organised by Global Credit Data (GCD) · Hosted by Capgemini
Join senior credit risk leaders from across the financial services industry for a focused, one-day program that turns data into better capital decisions.
What to expect:
- Keynote presentations – understand capital impacts, output-floor readiness, and next-step actions.
- Peer-driven panels on external loss benchmarking, stress-testing insights, and model-validation best practice.
- Interactive break-out workshops covering CCAR downturn LGD, climate-adjusted PDs, data-quality/BCBS 239 and low-default portfolio techniques.
- Case study on LGD representativeness – learn how pooled data can identify sampling bias and refine capital estimates.
- AI & technology spotlight – live demonstration of accelerators for credit-risk analytics.
- Insights from GCD’s global PD/LGD database, enabling evidence-based benchmarking across regions and asset classes.
- High-value networking at hosted breakfast, lunch, and an evening reception in Midtown Manhattan.
Space is limited. Register your interest today and we’ll confirm your seat and share the detailed agenda.
Register
