GCD member delegates and guests were hosted by member bank KFW in Frankfurt this week for our largest ever European conference.
In a mix of plenary and discussion sessions, banks, academics and executives shared methodology and results for using data to improve credit risk measurement and management.
Hot topics included:
- PD model validation techniques
- model risk and TRIM
- LGD calculation for unresolved loans
- GCD’s new benchmarking data collection
- using machine learning techniques
- contrasting external and internal migration matrices
GCD’s next member conference will be in South Africa in July, followed by New York in September