S&P Capital IQ Credit Risk Modeling | Hanlon Financial Systems Center

S&P Capital IQ Credit Risk Modeling

S&P Capital IQ Credit Risk Modeling

seminar date: 
Thursday, October 2, 2014 - 5:00pm
seminar location: 
BC122
Alma Chen, Head of the Analytic Development Group (ADG), Americas
Abstract: 

This presentation by S&P Capital IQ on credit risk modeling gives an insight first into the challenges when theoretical models and econometric techniques are applied in practice and second, best-industry standards to overcome those challenges.

We include case studies on:

a.) the credit assessment of individual companies and

b.) the application of such credit risk models by various job functions in the finance industry; moreover, a demonstration of how credit risk models can be integrated into a user workflow that includes data gathering, data cleaning and manipulation, credit model application, aggregation into a portfolio view and interpretation of results

BIO:   Alma is Head of the Analytic Development Group (ADG), Americas, and is currently based in New York. Her team is focusing on analytical development, maintenance and ongoing validation of credit risk models and products, which are used by financial institutions and other credit-sensitive entities to measure and manage credit risk, also within regulatory frameworks such as Basel II/III or Solvency II.  Prior to joining S&P Capital IQ, Alma was a Lead Consultant, who has provided robust and accurate solutions on credit risk quantitative & expert-judge hybrid models under Basel framework. Before moving to Asia in 2008, Alma worked as an economist of a U.S.-based company engages Mortgage Backed Securities. Alma holds a Master’s Degree in Statistics from Texas A&M University in the United States, and a Bachelor’s Degree from Tsinghua University in China.

 

Bio: 

S&P Capital IQ, a business unit of McGraw Hill Financial (NYSE:MHFI), is a leading provider of multi-asset class and real time data, research and analytics to institutional investors, investment and commercial banks, investment advisors and wealth managers, corporations and universities around the world. S&P Capital IQ provides a broad suite of capabilities designed to help track performance, generate alpha, and identify new trading and investment ideas, and perform risk analysis and mitigation strategies. Through leading desktop solutions such as the S&P Capital IQ, Global Credit Portal and MarketScope Advisor desktops; enterprise solutions such as S&P Capital IQ Valuations; and research offerings, including Leveraged Commentary & Data, Global Markets Intelligence, and company and funds research, S&P Capital IQ sharpens financial intelligence into the wisdom today’s investors need.  For more information, visit www.spcapitaliq.com.