Pool Party – Modelling low default portfolios with a pooling approach

COMPLIMENTARY CEFPRO WEBINAR

Pool Party – Modelling low default portfolios with a pooling approach

On Demand

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

Carina Ehrentraut
Senior Manager
KPMG

Tobias Noll

Tobias Noll
Senior Relationship Manager Credit Risk Management
RSU

View our other webinars

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