Managing Credit Risk during the COVID-19 Crisis & Recovery Phase in Europe
Date:
Tuesday, 25 May, 2021
Location:
On-Demand
Duration:
45 minutes
Over the past year the European banking industry has been impacted by volatile market conditions, deteriorating credit risk quality and business continuity challenge. This has triggered banks to move more quickly to build real-time data and analytics into their credit-decision engines. Join industry experts, as they delve deeper into the impact across the European banking landscape and how credit risk assessment plays a pivotal role in recovery. Key discussion points:
The general trend of credit quality in European banking system
The NPL Market: Comparing the financial crisis with COVID-19
Asset quality deterioration: Key constraints and challenges
How the credit score distribution differs between 2019 and 2020
Gonzalo GasosSenior Director of Prudential Policy and Supervision, European Banking Federation (EBF)
Gonzalo contributes to the regulatory and supervisory reform which is strengthening the European banking sector, as Senior Director of Prudential Policy and Supervision at the European Banking Federation Full Bio
Gonzalo contributes to the regulatory and supervisory reform which is strengthening the European banking sector, as Senior Director of Prudential Policy and Supervision at the European Banking Federation, leading the collaboration between banks and policymakers and supervisors.
Previously, he implemented BCBS prudential standards as Basel II project officer of Santander Group in European subsidiaries. Before that, I was responsible for data management and analysis in the Risk Division of the same Group during its international expansion. I began my career in the financial services division of Accenture delivering large projects on information systems, operational transformation and innovation.
Master of Economics and Business Administration at UAM and Alumni of IE Business School and IMD. Minimize
S&P Global Contributor
Arsene Lui CFA/FRM Senior Analyst - Quantitative Modelling, Analytic Development Group, S&P Global Market Intelligence
Arsene Lui is a Senior Quantitative Analyst in the Analytic Development Group, based in London. Full Bio
Arsene Lui is a Senior Quantitative Analyst in the Analytic Development Group, based in London. Arsene focuses on quantitative research and analytical development of various credit risk models, which are used by financial institutions and other credit-sensitive entities to manage their credit exposures.
Arsene is one the key developers of S&P Global Market Intelligence Credit Analytics Platform, which covers a set of cutting-edge models for the credit risk assessment of rated and unrated, public and private companies across the globe. Arsene is the major developer of CreditModel™, PD Model Fundamentals, PD Model Market Signals, PaySense, and Climate RiskGauge.
Arsene regularly speaks at internal and external organized webinars and writes thought leadership articles on topics including credit trends, default study, trade credit, and climate risk.
Arsene joined S&P Global Market Intelligence in 2018 in London, UK. Arsene holds a BSc in Quantitative Finance from The Chinese University of Hong Kong and a MSc in Scientific Computing from Ruprecht Karl University of Heidelberg. Arsene is a CFA Charterholder and a Certified FRM. Minimize
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