Secrets of Credit Models: How they are Built

Co-Hosted by GARP and CFA Society Spain 

Credit models are the cornerstone of banks and the credit system. Institutions use them every day to make better decisions based on data. The digital revolution has enabled us to enhance these models by exploring new sources of information — both internal and external — and incorporating new modelling techniques featuring machine learning, making this sector one of the fastest growing and most profitable.

Join us to hear data scientist Marta Ortigosa illustrate a methodology for constructing robust credit models from scratch. Her presentation will cover:

• An introduction to scorings and ratings

• Model development, including data gathering, target definition, data analysis and variable generation, model estimation, and backtesting

• Monitoring and governance

This event will be held in Spanish. 

Agenda: 

Registration: 7:00pm 

Presentation with Q&A: 7:30-8:30pm 

Networking Reception: 8:30-9:30pm 

Meeting Location:

Casa Club

Calle del Pinar, 17

Madrid 28006

Chapter Speakers

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Chapter Directors

Committee Members