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Navigating market turmoil with robust credit risk management
The panel
- Thomas Oliver, Head of model validation, Quantifi
- Michael Heck Wai Yap, Head of credit model validation, Maybank Malaysia
- Trevor Laight, Chief risk officer, CIMB
- Moderator: Michael Monteforte, Partner, financial risk management, KPMG
In today's fast-paced and ever-evolving financial world, firms must master credit risk management to navigate market volatility. This webinar explores the dynamics of credit risk management and offers insight into risk assessment techniques, challenges and industry best practices.
Key discussion points:
- The impact of regulatory and macro-environment factors on global credit risk management
- Credit risk assessment: techniques, challenges and best practices
- Establishing credit risk limits and monitoring through potential future exposure
- Valuation adjustments – known collectively as XVAs – in volatile markets: outlook and future implications
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Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@risk.net