Credit risk models: Past, present and future - Exclusive video content from the Quant Congress USA Summit

Risk Library is pleased to provide you with exclusive executive speaker and panellist video content from the annual Quant Congress USA Summit, held in New York on the 13th-16th July 2015.

Executive address speaker video: Terry Benzschawel - CITI

Terry Benzschawel has worked on default models his whole career. In this exclusive video content he looks at the history and origins of credit models, before drawing on present techniques being employed. More importantly Terry discusses the future; and explores consensus models and big data. Download the video to understand the life cycle of credit models.