19 Jan AxiomSL and Risk.Net: Risk Model Management In The Age Of COVID-19
As many financial institutions acknowledge that risk models designed prior to the COVID-19 crisis cannot effectively assess the current climate, it is apparent that the current methodology needs an upgrade in order to sufficiently distinguish the effects on a range of industries and borrowers the crisis will have.
Webinar discussion points:
- How can the principles of the RWA models still be applied to the new Models that will arise due to the Black Swan event of COVID-19?
- How will regulators adapt their processes to address models that are not regulatory prescribed while still addressing fundamental issues?
- Best practices for managing, validating and processing the models through different scenarios
- How can financial institutions derive a competitive advantage through hosting of the new models?
- Peter Deans, Former Chief Risk Officer, Bank of Queensland (AU)
- Mahim Mehra, Senior Risk Advisor, AxiomSL (UK)
- Davide Crippa, Chief Risk Officer, Maybank (SG)
- Frankie Phua, Managing Director, Head of Group Risk Management, UOB (SG)