skip navigation

Sunday, April 20, 2014

[ – ] Text Size [ + ]  |  Print Page

Credit Risk Modeling and Decisioning

A Conference Sponsored by The Wharton Financial Institutions Center External Link and The Payment Cards Center, Federal Reserve Bank of Philadelphia with the Business and Economics Section External Link of the American Statistical Association

Conference Agenda

Wednesday, May 29

8:00 a.m.

Registration and Continental Breakfast

8:30 a.m.

Welcome and Introduction
Carol Leisenring, Director of the Financial Institutions Center

8:40 a.m.

Session 1
Economic Variables in Risk Models

Moderator: Christopher Henderson, MBNA America Bank, N.A.

10:00 a.m.

Break

10:30 a.m.

Session 2
Sample Selection: Bias and Reject Inference

Moderator: David Hand, Imperial College

12:15 p.m.

Buffet Lunch

1:30 p.m.

Session 3
Information Management, Modeling, and
Regulatory Framework

Moderator: Peter Burns, Federal Reserve Bank of Philadelphia

2:50 p.m.

Break

3:20 p.m.

Session 4
Risk Models and Customer Management

Moderator: Mark Furletti, Federal Reserve Bank of Philadelphia

6:15 p.m.

Reception

7:00 p.m.

Address
Anthony M. Santomero, President, Federal Reserve Bank of Philadelphia

Thursday, May 30

8:30 a.m.

Continental Breakfast

9:00 a.m.

Session 5
Modeling Emerging Markets

Moderator: Joseph Mason, Drexel University

10:20 a.m.

Break

10:50 a.m.

Session 6
What's Ahead: New Technologies &
Methodologies

Moderator: Robert Stine, The Wharton School, University of Pennsylvania

12:40 p.m.

Buffet Lunch & Closing