Dr Marie-Paule Laurent and Jean-Claude Englebert have validated many credit risk economic capital models. This webinar is a business and strategic synthesis of their technical experience. It is meant to help financial institutions taking strategic decisions for the future of their models: what can be expected, at what cost and what are the most important traps and opportunities.
The following items are discussed:
Key decisions in setting priorities and consistency targets;
Choosing stakeholders, defining their roles and responsibilities;
Keeping business and technical requirements aligned, by effectively testing and monitoring the different stages of model development;
Defining a realistic but ambitious planning for the different uses of the model, depending on model risks, risk and business needs.
Published on: September 2012
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