Navigating Market Turmoil with Robust Credit Risk Management

In this video the panel discuss the impact of regulatory and macro-environment factors on global credit risk management, credit risk assessment, establishing credit risk limits and monitoring through PFE & XVA in volatile markets.

This webinar was co-hosted by Quantifi and Risk.net (Asia Risk)

In the fast-paced and ever-evolving financial world of today, firms must master credit risk management to navigate market volatility. Explore the dynamics of credit risk management and gain insight into risk assessment techniques, challenges, and industry best practices.

Agenda

  • 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 (PFE)
  • XVA in volatile markets: outlook and future implications

Speakers

  • Trevor Laight, Chief Risk Officer, CIMB
  • Michael Monteforte, Partner, Financial Risk Management, KPMG
  • Thomas Oliver, Head of Model Validation, Quantifi
  • Michael Heck Wai Yap, Head of Credit Model Validation, Maybank Malaysia

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