Date & Time
August 27, 2026
10am-10:30am
Registration Fees
Member Fee (Live or Recording): Complimentary to LBA Member Banks
Overview
Credit risk refers to the risk arising from unexpected changes in the credit quality of a borrower, counterparty, or issuer. Its quantification is a critical issue for the financial industry, including banks and financial firms of all sizes. Since a borrower’s creditworthiness directly affects lending decisions, institutions need reliable tools to assess whether credit obligations are likely to be fulfilled.
Your institution can address this risk through Finquant’s bespoke commercial credit application, which can be rapidly deployed across your organisation. Our ready-to-use models compute key credit-risk metrics, including probability of default (PD) across several time horizons, loss given default (LGD), expected loss (EL), and other loan-level measures. These outputs are delivered through user-friendly, cloud-based applications tailored to each institution’s specific needs.
CreditRoot™, our proprietary commercial credit model and interactive application, provides an objective assessment of financial health at both the individual borrower and portfolio levels. It supports single-name credit analysis as well as portfolio-wide review, monitoring, and reporting.
Who Will Benefit
Risk Officers and Commercial Credit Lending
Speakers
Edwin Koenck has extensive experience across banking, financial risk, structured finance, regulatory risk, risk analytics, and academic finance. He began his career in the United States with CIT Group, working in liquidity risk during a period that included the acquisition of another bank, strengthening the institution’s funding profile. He later joined Hancock Whitney Bank in Louisiana, where he worked in commercial portfolio risk and credit analysis. Edwin subsequently moved to Capital One, N.A., focusing on specialized structured finance transactions linked to US federal and state tax-credit programs, including New Markets Tax Credits and alternative energy tax credits. After relocating to Ireland in 2017, Edwin joined Citigroup’s EMEA Risk Analytics group, where he supported regulatory work relating to IMM and IMA model permissions for market risk and counterparty credit risk. He also worked within the Global Stress Testing & Scenario team in Quantitative Risk & Stress Testing. Alongside his industry experience, Edwin has a strong academic background, with degrees from McNeese State University (USA), Queen Mary University of London (England), and Queen’s University Belfast (Ireland). His academic work focuses on banking, financial markets, and economic history, and he continues to lecture on finance-related topics across the United Kingdom and Ireland.
Taha Rafai has a strong background in engineering, mathematical modelling, statistics, data science, and optimisation. He completed master’s-level training at CentraleSupélec, Université Paris-Saclay (France) , and Politecnico di Milano (Italy), specializing in engineering, mathematical engineering, statistics, and data science. Taha has three years’ experience in physical risk modelling with Reask, where he worked on the development of end-to-end products for mortgage-loan risk forecasting and tropical cyclone dynamics. His experience also includes developing a planning-optimisation product using machine learning and constrained optimisation for luxury firms in Europe. In addition, Taha has managed a portfolio of five solar plants totaling 100 MW, giving him practical experience in renewable energy, asset management, and weather-hazard-related risk analytics.
Webinar Sponsor
