Dr. Stephan Wiehler

Manuel Villegas Caballero

Dr. Stephan Wiehler Global Head of Client Credit Risk - AIRB and Credit Scenario Analysis at Credit Suisse
Manuel Villegas Caballero Senior Risk Modeller, Financial and Credit Risk Modelling at Swiss Re
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Summary

Covid 19 has caused significant uncertainty in financial and credit markets. Typical data time series for model calibration lose relevance in times of heightened uncertainty – as a result, financial modellers are forced to rethink many aspects of existing predictive models, as well as the data they use. In this session, we will hear from expert financial modellers about their recent challenges and approaches to financial modelling during the Covid pandemic.

Presenters

Dr. Stephan Wiehler: Global Head of Client Credit Risk – AIRB and Credit Scenario Analysis at Credit Suisse
Manuel Villegas Caballero: Senior Risk Modeller, Financial and Credit Risk Modelling at Swiss Re

Chapter Event

In our chapter events – access for members only – we present one or more speakers to share knowledge, updates and best practises on a specific risk topic. In small groups of risk professionals you can exchange thoughts and test ideas. More on SRA chapters. This event is hosted by the chapter Risk Analytics and Models.

 

  • Financial modelling in the COVID age
    30. September 2020
    18:00 - 19:30

Venue:  

Address:
Zoom Meeting, Join: https://swiss-risk.zoom.us/j/97907501363?pwd=WXpJdXpmR1dYSWlxQlBuSDNEeVN4UT09, Meeting ID: 979 0750 1363, Password: 818017, Switzerland

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