Tuesday, August 25, 2026
1:30 p.m. to 2:45 p.m.
Join us for a panel discussion with up-to-date information on potential updates and adjustments to the Loss Given Default guidance as well as hear perspectives from System leaders on the drivers for potential changes.
If the credit stress from the past years have taught us anything, it is that models work really well, until they don’t. Listen to perspectives from System institutions about the realities of losses compared to the expectations in their loss given default models. Hear examples of where the model provided strong correlations and examples where the model was slow to recognize potential losses. We will have a moderated panel discussion that hopes to incorporate these perspectives as well as up-to-date information on the FCS Risk Workgroup’s LGD project, supported by Oliver Wyman. The project is underway and initial information has been collected and work is underway creating the opportunity for a very dynamic and intriguing session.
LEARNING OUTCOMES:
