Risk Modeling is more important than ever: Find out what your peers are doing
The world is facing an uncertain time. Economic growth and/or recovery rates are uncertain, default rates are uncertain and the rate of credit losses on those defaults is uncertain.
Even the right way to model these risks is not certain.
This survey is designed to spark critical thinking and conversations within bank wholesale model development teams and to give them a unique insight into how their peers are set up, how they model risks and how they are adjusting to account for the Covid-19 pandemic.
In exchange for your response, you will receive the full anonymized results, providing critical context and insight to inform your thinking and discussions.
The sections of the survey include:
- Section 1: Segmentation of Rating Models
- Section 2: Rating Grades of PD Model
- Section 3: Development and Implementation of Rating Models
- Section 4: Model Performance
- Section 5: Overlays
- Section 6: Pandemic Related Questions
- Section 7: Provision impacts (CECL /IFRS)
The survey will take approximately 30 minutes to complete.
Please take some time to complete the GCD 2020 survey and share your insight with us.