Overview
The risk environment for consumer credit and small business finance in emerging markets has taken a sharp turn. The pandemic crisis has left many borrowers with excess debt at a time when liquidity assistance is being scaled back and special regulatory accommodations are withdrawn. This is now compounded by escalating geopolitical tensions, a commodities price shock and new concerns over the global economic outlook. Climate risks, accelerating digital competition, rising interest rates and volatile exchange rates all present additional challenges that risk managers need to address proactively.
In this track, participants will work with the models that help tackle many of these challenges. We will explore the evolving risk landscape for emerging market banks, including credit risk and the asset-liability management exposures related to liquidity, market interest rates and foreign exchange rates. After setting up the 360° enterprise risk perspective, we will take a deep dive into arrears management and statistical credit scoring.
