GCD's Largest European Conference

GCD member delegates and guests were hosted by member bank KFW in Frankfurt this week for our largest ever European conference.

In a mix of plenary and discussion sessions, banks, academics and executives shared methodology and results for using data to improve credit risk measurement and management.

 

 

Hot topics included:

  • PD model validation techniques
  • model risk and TRIM
  • LGD calculation for unresolved loans
  • GCD's new benchmarking data collection
  • using machine learning techniques
  • contrasting external and internal migration matrices

GCD's next member conference will be in South Africa in July, followed by New York in September