COMPLIMENTARY CEFPRO® WEBINAR
Pool Party – Modelling low default portfolios with a pooling approach
Webinar Agenda:
Key agenda points addressed include:
- Internal Models – Status quo and possible solutions for low default portfolios; Pool Models – Approach and advantages
- Challenges and Benchmark Solutions from the German market
- Supervisory Practice – impact the business case for Pool Models
- Implementation of Pool Models – Set up and split of workload
- Modelling low default IRB-portfolios is an expensive and time consuming business for IRB-banks
- The lack of data available for modelling purposes strikes as the most troubling issue
- The Pool Approach is taking advantage of the opportunity to use rating models developed from pooled data
- Exceptional modelling quality and economies of scale lead to an alternative for outsourcing modelling activities
Speakers:
Carina Ehrentraut
Senior Manager
KPMG
Tobias Noll
Senior Relationship Manager Credit Risk Management
RSU
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