Webinar: Panel on Impacts of COVID-19 and World Events on MRM by MRMIA

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About This Webinar

Panel discussion on how to use performance data from the pandemic era to create and validate models.

Presenters

Joseph Breeden

Dr. Breeden has been designing and deploying risk management systems for loan portfolios since 1996. He founded Deep Future Analytics in 2011, which focuses on portfolio and loan-level forecasting solutions for pricing, account management, stress testing, and CECL; serving credit unions, banks, and finance companies. He is also the owner of auctionforecast.com, which predicts the values of fine wines using a proprietary database with over 2.5 million auction prices.

He is member of the board of directors of Upgrade, a San Francisco-based FinTech; an Associate Editor for the Journal of Credit Risk, the Journal of Risk Model Validation, and the Journal of Risk and Financial Management; and President of the Model Risk Managers’ International Association (mrmia.org).

Dr. Breeden earned a Ph.D. in physics, and has published over 80 academic articles, 8 patents, and 4 books. His upcoming book, Creating Artificial General Intelligence and Preventing the AI Apocalypse, will be published in Summer 2022.

Raymond Anderson

Raymond Anderson is a Canadian (Medicine Hat) living in Johannesburg for 40 years, of which 34 were with Standard Bank. He did a BComm in Calgary (1980) and MBA at Wits (1991). His first exposure to credit scoring was programming a vehicle finance scorecard into an HP41C calculator in 1982, but then spent 13 years in Project Finance as a computer programmer and financial modeller. He moved to Credit Division in 1996, and has been involved in all aspects of credit scoring as it evolved. He wrote The Credit Scoring Toolkit, published by Oxford University Press in 2007 (published in Mandarin in 2017) and Credit Intelligence and Modelling, self-published in 2019 and currently under review by OUP. He is currently the Principal of Rayan Risk Analytics, a small consultancy in South Africa, working both directly with clients and through developmental agencies. Consulting engagements have included the Middle East {Lebanon, Egypt, Palestine}, Africa {South Africa, Kenya, Ghana, Zambia}, Asia {Pakistan, India, Mya

Dina Duhon

Director, Credit Risk Modeling - Decision Science at BMO Financial Group

Dina Duhon is Director, Credit Risk Modeling – Decision Science, at BMO where she is responsible for consumer and small business credit decisioning models. Prior to joining BMO Dina led teams responsible for the development of adjudication, account management, collections, IFRS9 and Basel models (PD, EAD, LGD) for retail portfolios. Dina is an accomplished advanced analytics leader with deep expertise in regulation, risk management, governance, change management and process improvement. She has significant experience in leading transformation initiatives. In addition to risk management, Dina has experience in developing machine learning and AI solutions for marketing and customer relationship management areas. Dina holds an MSc from the University of Toronto in Statistics.

Olga Collins

Executive Director, Global Head of Model Risk Infrastructure and Reporting at Morgan Stanley

Moorad Choudhry

Independent Non-Executive Director at Recognise Bank Limited

Banker and Board non-executive director with experience working within a diverse range of bank operating models and business cultures. Former CEO of UK bank and PRA/FCA approved person (SMF1/SMF3).

Good understanding of financial strategy, balance sheet risk management, bond portfolio management, project appraisal, Treasury asset-liability management (ALM), structured finance origination, liquidity risk management, capital management, and risk governance oversight. Managed large and complex bank balance sheets from a capital, liquidity and P&L perspective: proven track record in delivering Treasury P&L at different banks.

Chair of the Asset-Liability Committee (ALCO) at different banks during 2003-2014.

Front line presentation and marketing experience leading investor road shows, Tier 2 sub-debt bond issuance process and credit rating agency process at different banking institutions.