AI in the Credit Models

Summary

The transformative role of AI in credit models,  with a discussion on the power of AI in leveraging substantial amounts of data. Following this, a presentation will focus on how AI can be utilized as a tool to build robust credit models. The final speaker will address consumer and regulatory expectations regarding the use of AI in credit models. This event is a must-attend for professionals looking to understand the intersection of AI and credit management, providing a comprehensive view from data utilization to regulatory perspectives.

Presenters

• Manuel Zollikofer, CEO at CRIF Switzerland
  In the last 19 years, Manuel has led the growth of CRIF Switzerland, building up the largest and most renowned credit bureau in Switzerland. Manuel has profound and wide-ranging knowledge of all aspects of a credit bureau, including data processing, data protection, information technology, and clients’ processes using credit data across all industries. He holds a Master’s degree in Computer Science from ETH Zürich and a Ph.D. from the University of Lausanne. Before entering the credit bureau business, Manuel worked for six years in large banks.
• Marta Cerina, Multi Asset Risk Solutions Sales at Bloomberg LP
  Marta is part of the Multi-Asset Risk System and Valuations Specialist Team at Bloomberg since 2019, focusing on enterprise workflow solutions for market and credit risk management. In her role, she focuses on business and regulatory risk requirements across the trading and banking book, powered up by Bloomberg data and technology. Over the past 20 years, Marta has worked in corporate and investment banking and at major rating agencies. She holds a MSc in Economics, Finance and Management from the University of Bristol.

Introduction by Enrico Piotto, Board Member Swiss Risk Association and CRO and member of the Executive Board at EFG Bank.

Agenda

17:45 Doors open – Name Tag Collection
18:00 Welcome & Introduction (Enrico Piotto)
18:05 Harnessing the power of AI in the financial markets; credit risk related use cases and application (Marta Cerina)
18:30 AI: Experiences of a Credit Bureau and Expectations from Regulators and Consumers (Manuel Zollikofer)
18:55 Q&A (All)
19:20 Networking Drinks (All)
20:20 End

Chapter Event

This Chapter Event is available to members and free. We will be presenting one or more speakers to share their knowledge, updates and best practices on a specific risk topic. Within the small groups of risk professionals you can exchange thoughts and test ideas. This event is hosted by chapter Credit Risk.