PPT-MODELLING CREDIT RISK ESTIMATES

PRUDENTIAL CREDIT RISK MODELLING FOR SUPERVISORY PURPOSES 22 OCTOBER 2014 Martin Rauchenwald Phillip Escott Agenda and objectives of this session AGENDA Introduction to Oliver Wyman Credit Risk modelling. The two sources match up well on credit card charges and fairly well on account totals But the SCF always yields much lower estimates of revolving debt My estimated lower bound for the discrepancy in 2004 is half of the revolving credit card debt to &. backlogs. Game Capstone – Winter . 2014. Brian Schrank – DePaul University. Meet together. at least four times / Week. Two classes / week. Two . meetings . / week outside of class. SCRUM 4X week. Paul Waterhouse. Head at The Analytical Cooperative. Why Use an Advanced Framework?. Scarce (expensive) capital or funding. Low (zero) growth. Disparate work-flow systems. Process bottle-necks leading to lost business, late identification of manifesting risk and inefficient employment of capital / funding. Origination Best Practices. Mary Du Pont. Fair Isaac Advisors. FICO. Definitions and Types of Credit. Definitions and Types of Risk. Originations Process. Originations Decisions. Originations Scores. PACRA . Credit Ratings For Islamic . Instruments. . May 07’12. 1. ADNAN AFAQ. MD PACRA. About PACRA. 1. PACRA, Pakistan’s first rating agency – 1994. Panos Skliamis, CEO. Pain:. 58,000. . major . corporations . lose . billions annually. Art . or . Craft?. Cause:. Credit Management . decisions rely on . experience and instinct . not. . data. Credit Managers have limitations to measure Credit Risk. Session Leader: Randy Thompson, Ph.D.. Thompson Consulting & Training. Eagle, Idaho. Co-presenter Leslie Hoffman. LEH Consulting Group. Albuquerque, New Mexico. Current Conditions. Slow economic growth. Gary Brooks, October 2013. Outline Agenda. Traditional role of Credit. The Switch from Defender to Playmaker. Objectives. (Semi-) Automation of Process Steps. Single . Portal Concept. Credit Insurance. CVA Risk | CP 20.03 December 2020 2 Contents I INTRODUCTION ................................ ................................ ................................ ..... 3 1 Purpose ..................... Presented by:. Ted Murphy. Vice President. Gas Pipeline . Group. Portland General. Electric. Enron Capital. & Trade. North America. Europe. Enron International. Enron Energy. Services. FAB . Part 1:. Who are the players in this Case?. Charles Bank International (CBI) is a lending institution that has in place a limit regarding loan exposure with any one client (between $100 million and $150 million is the assumed limit). . www.. CUFA. .ie. Credit Union Financial Analytics Ltd. 26 July 2013. Presentation . To. FMB Group. Background – ECM Analytics. Research started in 2002. First Desk Top Applications in 2005. Irish Permanent . Giorgio Glinni. Deputy Head of Credit Analysis . 2. Agenda. Counterparty credit risk assessment approaches (slides 3 – 4). Counterparty credit risk assessment at the BIS - general (5 – 6). Credit risk assessment of Sovereigns (7 – 16). Discussion: Janet Gao. September 2024. Overview. Housing Speculation, GSEs, and Credit Market Spillovers. Government Litigation Risk and the Decline in Low-Income Mortgage Lending. Two very interesting papers! Both papers study important policy...