Noticias de la Cámara

Quantitative Risk – Decision-Making Models & The Use of Advanced Estimation Techniques | Grant Thornton

02/10/2023 grant_thornton_web_2

Modelling techniques for bank risk management have always been an important element, with greater emphasis during the last two decades. Well established risk quantification methods are used by banking institutions within their capital calculation, provisioning, forecasting and stress testing, pricing and decision making.

The significant improvement in data processing and computational capabilities has resulted in an increasing industry trend to use more advanced techniques in risk identification and quantification. The trend has been strongest in the area of decision making (non-regulatory) models.

However, recent publications on regulatory models from the EBA (European Banking Authority) and PRA (Prudential Regulation Authority) are developing advanced method use cases. An increased focus on Artificial Intelligence (AI) and machine learning (ML) methods highlights the need for bank risk management to understand the capabilities of advanced modelling techniques.

Within Credit Risk, a role for ML models is becoming more and more relevant across several areas.

Read more here.


Socios Patrón

  • Gleeds Ibérica
  • Plain Concepts
  • NH Hotel Group
  • Banco Sabadell
  • Telefónica
  • El Corte Inglés
  • Santander
  • Sage
  • Pearson
  • Canon
  • GSK
  • JCB
  • HSBC Bank
  • Selier Abogados
  • Iberdrola
  • PwC
  • EAE Business School
  • Lopez Landa Interiors
  • Cuatrecasas
  • Oxford University Press
  • Savills
  • AstraZeneca
  • Brico Depôt
  • Arriva a DB Company
  • Mitie
  • Diageo
  • Hays España
  • Mondragon Corporación

Socios Corporativos

  • ETL Global
  • ERM
  • Aon España
  • Management Solutions
  • IESE Business School
  • Sacyr
  • CaixaBank
  • The Entertainer / Poly Juguetes
  • Roman
  • Allergy Therapeutics Iberica
  • Presstour
  • Byevolution Creative Factory
  • EY
  • Invest Northern Ireland
  • Mazars
  • Gómez-Acebo & Pombo
  • Cambridge University Press
  • Menzies LLP
  • Barrilero & Asociados
  • Currencies Direct
  • Control Group
  • Araex Grands
  • Oak House School
  • Berkeley Energía
  • TSL Projects Spain
  • KPMG
  • AFI, Analistas Financieros Internacionales
  • Flutter
  • Boult Wade
  • Brand Finance
  • Cabrera Rodriguez ETL Global
  • Grant Thornton
  • IQS
  • Baker Tilly
  • Pinsent Masons
  • Barclays
  • RSM Spain
  • Adlanter
  • BDO
  • ISP Schools
  • LRQA España
  • Herbert Smith Freehills
  • Gilmar Real Estate
  • Royal & Sun Alliance Insurance
  • British Council
  • Lightsource bp
  • Talan
  • CMAC Group
  • MARCO Agency
  • Rentokil Initial
  • David Lloyd
  • Globeducate British International School
  • PageGroup
  • Colt Technology Services
  • Cubico Sustainable Investments
  • BSI Group Iberia
  • A&O Shearman
  • Cognita Schools
  • Engage Independent School
  • Safetykleen
  • Croda Ibérica
  • Uhy Fay & Co
  • Parque Tecnológico de Andalucía
  • Value Retail
  • Haleon
  • Holiday World Resort
  • Segro Spain Management
  • Ferrovial
  • Indra
  • BAT
  • De Cotta McKenna y Santafé
  • Ayming España
  • BT Global Services
  • Uría Menéndez Abogados
  • Kensington School
  • Kreab Worldwide
  • EGD Logistics
  • Prosegur Seguridad
  • Brunswick Group
  • PKF Attest
  • Agencia de Innovación y Desarrollo de Andalucía IDEA
  • Bunzl Distribution Spain
  • Agbar
  • Arup
  • UAL Awarding Body
  • Redshaw Advisors
  • McArthurGlen Designer Outlet Málaga
  • Schüco
  • Lloyd’s Insurance Company SA, Sucursal en España
  • H10 Hotels
  • Spectrum IFA Group
  • Gamma