The Fundamentals of
Retail Credit Risk Modelling
under Basel
11 - 12 November 2013 | Novotel London Tower Bridge, London
*Visit the website for more information and to SAVE 15% on registration fees quote VIP code FKM62662GRC*
Explore proven methods for:
■ Constructing Basel credit risk models
■ Producing long-run through-the-cycle models
■ Developing point-in-time PD models
■ Building downturn LGD and EAD / CCF models
Examine how to:
■ Devise models for retail portfolios of any size
■ Maximise the chance of models meeting regulatory requirements
■ Document and communicate the workings of your model
Gain the skills to:
■ Avoid common modelling errors
■ Ensure that best practice methods are used
■ Validate models of all types
Your Workshop Leader
Jon Hinder Director RHINO RISK
Jon Hinder has over 20 years’ experience in the area of retail credit risk management. He has developed technical and strategic risk management solutions with a wide range of clients in the banking and retail lending Industry, and has in depth knowledge and experience of the regulatory framework, including Basel II. Jon has worked for Lloyds TSB, Equifax, PricewaterhouseCoopers. Jon’s work at Rhino Risk has covered consultancy, model validations, analysis and training.
*Visit the website for more information and to SAVE 15% on registration fees quote VIP code FKM62662GRC*
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