Get hands on with LGD Modelling using LGD Data: Webinar workshop with FCG and GCD on a model building exercise

Philip Winckle is joined by modelling expert Thomas Aldheimer from FCG to walk through a joint GCD/FCG exercise in using GCD data to build LGD models. The modelling work was overseen and instructed by a GCD member working group and used GCD standard definitions to develop a range of models, with a focus on Machine Learning.

The webinar will be in a workshop format with a focus on modelling methods, details and choices made, as well as detailed outcomes.

The event is scheduled on June 16th, 2020 from 3 pm to 5 pm CEST / 9 am to 11 am EST.

This workshop will benefit both hands on modellers and model managers as well as people working with credit risk data who want to see how it is used in practice.