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

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

Socios Corporativos

  • Barrilero & Asociados
  • Flutter
  • Rentokil Initial
  • ACS
  • Bunzl Distribution Spain
  • Smith & Nephew
  • Brunswick Group
  • HM International Patient
  • Araex Grands
  • Indra Group
  • CMAC Group
  • Gamma
  • PKF Attest
  • De Cotta McKenna y Santafé
  • Ayming España
  • Globeducate British International School
  • Forvis Mazars
  • Iberia Cards
  • Ferrovial
  • Parque Tecnológico de Andalucía
  • Derby Hotels Collection
  • Haleon
  • Lloyd’s Insurance Company SA, Sucursal en España
  • AFI, Analistas Financieros Internacionales
  • ERM
  • Presstour
  • IQS
  • Mazars
  • ISP Schools
  • Uhy Fay & Co
  • Grant Thornton
  • Value Retail
  • Firefly
  • Cognita Schools
  • EGD Logistics
  • Gilmar Real Estate
  • Grupo Hospitalario HLA
  • BT Global Services
  • CaixaBank
  • Panorama Properties
  • Segro Spain Management
  • Berkeley Energía
  • Roman
  • Colt Technology Services
  • Spectrum IFA Group
  • Oak House School
  • Croda Ibérica
  • Allergy Therapeutics Iberica
  • Kensington School
  • Control Group
  • Gómez-Acebo & Pombo
  • Quantexa
  • Cabrera Rodriguez ETL Global
  • Baker Tilly
  • H10 Hotels
  • Menzies LLP
  • Barclays
  • TSL Projects Spain
  • EY
  • PageGroup
  • Vueling Airlines
  • Boult Wade Tennant
  • Currencies Direct
  • Schüco
  • British Council
  • Agencia de Innovación y Desarrollo de Andalucía IDEA
  • MARCO Agency
  • Sacyr
  • Dukes Education
  • Adlanter
  • Arup
  • UAL Awarding Body
  • McArthurGlen Designer Outlet Málaga
  • Brand Finance
  • Kreab Worldwide
  • Holiday World Resort
  • Safetykleen
  • Lightsource bp
  • BDO
  • A&O Shearman
  • Cubico Sustainable Investments
  • David Lloyd
  • Aon España