Build It in a Day: Bank Failure Modeling

Workshop Info

Bank Failure Modeling
Probability of Default (PD) scorecards have become the workhorse of credit risk management. We’ll talk a little about their history and how they have been changing over time and will build a rudimentary bank failure model using publicly available data. We will also cover the future of this credit analytics and how best to prepare for it.

September 8 – December 8, 2023
Time for all workshops: 1:00 pm – 4:00 pm ET

These workshops offer the opportunity to experience risk management processes by building them. Examples include counterparty credit risk estimation, FAMA-French factor models, bank default modeling, risk management infrastructure at a lending company, the Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Assessment and Review (CCAR). These major concepts are as much about their implementation as they are about their theoretical description; and organizations gain competitive advantage by effectively implementing these concepts. As a professional, a first step to adding value to this work at an organization is knowing how to build a simple version in a day.

How To Join a Session

Click on the Join a Session button at 1:00 pm ET on the day of your desired workshop. Each workshop ends at 4:00 pm ET.