Credit risk model workshop

Date: August 8, 2025
Time: 8:30AM—5:00PM
Venue: Cliftons Sydney, L13, 60 Margaret St, Sydney NSW 2000
Credit risk model workshop
A key part of our Risk Live Australia workshop series, this in-person learning event will provide valuable insights into credit risk model management.

Participants will learn how to validate credit risk models by deep diving into the five pillars of model validation, models and future expectations. Participants will also explore how to stress test credit risk portfolios by studying sensitivity analysis, model design and managing portfolios in the stages of an economic cycle.

Learning from the expert tutor and interactive case studies, participants will delve into the nuances of regulatory compliance and examine the implications for their respective institutions while considering topical, factors such as the impact of AI and machine learning.

Key reasons to attend:

  • Discuss use cases of artificial intelligence (AI) for credit risk modelling
  • Improve model accuracy and efficiency
  • Maintain the success of a model validation framework

Course agenda

  • Credit risk modelling: part I
  • Credit risk modelling: part II
  • Integrating climate risks into credit risk modelling
  • The role of AI and machine learning in credit risk modelling
  • Credit risk model validation
  • Stress-testing credit risk portfolios
  • Case study

Who should attend?

Relevant departments may include but are not limited to:

  • Credit risk
  • Risk modelling
  • Risk management
  • Model risk management
  • Climate risk
  • Machine learning
  • Artificial intelligence
  • Stress-testing
  • Credit risk
  • Counterparty credit risk
  • Treasury
  • Regulators
  • Risk consultant

Pricing:

Claim the super early bird rate before April 4, 2025. Ticket prices are listed in USD.

For financial institutions: $1,799 (super early bird rate - includes access to one training workshop and the conference)
For non-financial institutions: $1,799 (super early bird rate - not including the conference)