Webinar : Multi-Period Credit Risk Analysis: A Macro-Scenario Approach. Nov 12, 9am ET

Multi-Period Credit Risk Analysis: A Macro-Scenario Approach

Host: Juan Licari
Date: November 12, 2015
Time: 9:00 a.m. ET / 2:00 p.m. GMT
Register now

SPONSORED BY PRMIA • NOVEMBER 12, 2015 • 2:00 PM GMT

Dynamic stress testing and multi-period credit portfolio analysis are increasingly becoming priorities for risk managers. However significant challenges emerge when it comes to building stochastic multi-period environments.

In this presentation, Dr. Juan Licari of Moody’s Analytics will present an innovative framework for stochastic scenario generation that allows risk managers and economists to build multi-period environments, integrating conditional credit and market risk modeling to meet dynamic stress testing needs.

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About AIWMI

The Association of International Wealth Management of India (AIWMI) is a not-for-profit organization and a globally recognized membership association for finance professionals. AIWMI primarily focuses on the broad and strategic role of developing a more robust and forward-looking training infrastructure for the financial services sector and to promote more active industry involvement and collaboration in training and continuing education. AIWMI is offering advanced international certification programs along with a wide variety of high-quality executive education programs. AIWMI programs combine state-of-the-art knowledge and skills with practical experience and insights into the functioning of the financial sector. All AIWMI courses and educational events have an intense and pragmatic curriculum. Participants are exposed to the latest developments within the financial services sector. AIWMI plays a key role in guiding the development of the financial services sector. AIWMI works with key industry participants’ viz. the Government, the Regulators, the Industries/Associations, the Corporate, the Media and the General Public to achieve its objectives. Besides enhancing technical competence and professionalism in the industry, AIWMI organizes events and facilitates discussions to promote best practices in leadership and talent development in the financial sector with an aim to become Asia’s premier center of excellence for financial education.

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