"Credit Risk Modeling and Decisioning"

A Conference Sponsored by The Wharton Financial Institutions Center and The Payment Cards Center, Federal Reserve Bank of Philadelphia

with the Business and Economics Section of the American Statistical Association

This two-day conference brings together members of business, academia and government communities to discuss important issues in the theory and practice of credit risk modeling. The conference blends forward-looking discussions of the latest methodologies and developing markets with coverage of fundamental everyday concerns. What are best practices in the industry? How should matters of privacy be addressed while retaining the ability to manage risk? Conference sessions feature recognized speakers and provide a forum for open discussion. The meeting will begin with an opening reception on Tuesday evening, May 28,and continue through lunch on Thursday, May 30. (Download registration form).

Conference Sessions

The conference is organized into six sessions:

• Econometric Variables in Risk Models
  
• Modeling Credit in Middle Markets
  
• Sample Selection: Bias & Reject Inference
  
• Information Management, Modeling & the Regulatory Framework
  
• Risk Models & Customer Management
• What’s Ahead: New Technologies & Methodologies

Confirmed Speakers include:

• Larry Rosenberger, Fair, Isaac & Co.
  
• Dennis Ash, Experian
  
• Paul Calem, Federal Reserve Board
  
• David Hand, Imperial College
  
• Allen Jost, HNC
  
• Linda Allen, City University of New York
  
• Jonathan Crook, University of Edinburgh
  
• Steven Meester, CIT Group Inc.
  
• Dennis Glennon, Office of the Comptroller of the Currency

The conference will include dinner at the Federal Reserve Bank of Philadelphia on the evening of May 29, where the keynote address on the current economic environment and consumer debt behavior will be delivered by:

• Dr. Anthony M. Santomero, President, Federal Reserve Bank of Philadelphia