Join us for the final workshop in the series “The model lifecycle at a financial institution”, where an expert from ING Hubs Poland will take you on a fascinating journey through the credit risk model validation process!

Learn the ins and outs of evaluating and confirming the effectiveness of models and what statistical tests are key to validating the probability of default.

Key informations

• Date and Time: 15 May; 18:00 – 19:30
• Speaker: Anna Charzyńska, Chapter Lead – Credit Risk Model Validation from ING Hubs Poland
• Venue: Online (MS Teams)
• For whom: Students from the University of Wroclaw and Wroclaw University of Economics

Schedule

• Understanding the concept of ‘validation’ of models in the context of a financial institution.
• Trace the validation process of credit risk models.
• Assessing the different dimensions within validation and what are the key aspects to be analysed.
• Presentation of practical examples of statistical tests for the validation of credit risk models.

Registration

You can register for the meeting today by filling in the registration form available at this link. Registration password: INGHubsPoland2024.