The use by banks of credit risk rating models has grown tremendously in the last several years. Under the proposed Basel capital reforms, those models will only grow in importance, as they lie at the core of the advanced internal ratings-based (AIRB) approach to regulatory capital.

This conference will bring together technical experts from financial institutions, supervisory authorities, academia, and the model vendor community-all specialists in retail or commercial risk rating model design, data collection, use and performance evaluation. The program will feature presentations on various aspects of rating and scoring model design, sample selection, performance tracking and validation methodology.