The GFMI 2nd Edition Credit Risk Modeling conference taking place on September 6-8, 2023 in Chicago, IL, will equip the audience with practical solutions and experienced perspectives to better adapt to macroeconomic changes and account for the impact of the current volatile market in their credit risk modeling practices. The central challenges to be addressed include adjusting modeling techniques to fit market influences, incorporating climate risk considerations, and re-evaluating machine learning uses and limitations. Experts in this field will discuss practical examples to enhance regulatory modeling, deal with data limitations and future proof modeling systems in credit risk.

Attending This Premier marcus evans Conference Will Enable You to:

  • Overcome the challenge of conflicting data in credit risk modeling
  • Strengthen existing frameworks for CECL Integration
  • Overcome the challenges of incorporating climate data into credit risk modelling
  • Assess the increase of non-performing loans and how to identify early warning signals
  • Use ML and AI to improve credit risk modeling practices
  • Assess the US-based CSA efforts and lessons from the EU and UK

Best Practices and Case Studies from:

  • Wei Zheng, Senior Vice President, Head of Credit Risk, U.S. Bank
  • Santosh Mishra, Head of Credit Modeling & Advanced Analytics, KeyBank
  • Imir Arifi, Head of Methodologies & Models in the Americas, UBS
  • Grace Duggar, SVP Head of Model Risk Management, China Construction Bank
  • Nathan English, SVP Head of Shared Risk Model Automation and Innovation, Regions Bank
  • Joe Peedikayil, Head of Model Development, Forecasting & Data Analytics, First Citizens Bank

For more information and registration discounts please contact: Ria Kiayia, Digital Media and PR Marketing Executive at or visit:

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