The Risk Management breakfast is tailored to risk professionals seeking to advance their organisations' risk processes and model capabilities. We cover the use of AI within risk management in addition to addressing model data gaps by connecting to the GCD data pool.
Part 1: Agentic AI meets Risk Management:
In this session, we explore the most common applications of AI in risk management and how it can be seamlessly integrated into existing systems, workflows and processes.
We will discuss how Agentic AI can be used for advanced data analysis using intelligent prompting in a multi-agent system and demonstrate how this can practically be achieved using d-fine’s CreditRiskSuite. Additionally, we explore how reporting can be supplemented by AI to free up resources for validation and strategic insights.
Part 2: Downturn LGD estimates using Global Credit Data
GCD is a not-for-profit initiative that collects and pools data from over 50 banks worldwide. Members of this consortium profit from instant access to over 15 years of data for the estimation of key risk parameters.
In this session, we will explore how this data can be used for modelling Loss Given Default (LGD) in periods of economic downturn. Banks often have gaps during these periods, and we will demonstrate how we can support the set-up and efficient use of GCD data, including considerations on its representativeness for individual banks, harmonisation with internal standards the calculation of downturn LGD estimates.
Agenda
| Time | Content | Speaker |
|---|---|---|
| 08:30 | Breakfast & coffee | |
| 09:15 | Part 1: Agentic AI meets Risk Management | Dr Nico Taschenberger, Jinay Patel |
| 10:00 | Coffee break | |
| 10:15 | Part 2: Downturn LGD estimates using Global Credit Data (GCD) | Dr Benjamin Galow, Krishnan Ramadurai |
| 11:00 | Outlook and closing remarks |
Speaker
Dr Nico Taschenberger, Partner
d-fine
Jinay Patel, Senior Consultant
d-fine
Dr Benjamin Galow, Partner
d-fine
Krishnan Ramadurai, CEO
Global Credit Data
