Risk Nordics

Join us at Risk Nordics 2024, the premier event for professionals in the Nordic region, focused on risk management, compliance, and financial services. Organized by Informa Connect, this conference gathers top industry leaders, regulators, and experts to discuss emerging risks, regulatory developments, and cutting-edge solutions that are shaping the future of financial risk management.

We will be hosting a presentation on Machine learning “ Enhancing credit risk models with Machine Learning: a practical and explainable approach”. Led by Zaid Siddiqi and Kristian Tegbring, this session will cover:

• A brief introduction to ML market practice in credit risk.
• Benchmarking analysis to compare the performance of Machine Learning models with statistical models in PD estimation.
• Approach to explain and interpret the outcomes of the Machine Learning models (i.e., why the ML models are not necessarily a black box).
• Illustration of how the results of the ML explainability analysis can be used in credit risk management (model development, model validation and discussions with regulators).

This session will take place on Tuesday, 26 November 2024 14:20 – 14:50.

Fore more information, visit this website.