Build It in a Day: Causal Modeling
Explore causal relationships in financial data and learn how to build statistical models to identify cause-and-effect relationships, enabling participants to make better-informed decisions and predict outcomes.
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.