Abstract
Resources
Table of Contents
Related Links
Table of Contents
Industry Credit Practices Working Group Update
Video is available here:
https://library.ccro.org/Credit_Practices_Update/
The Credit Working Group is creating a definitive set of white papers canvassing all aspects of best credit risk management practices across the industry. Scott and Nithya outlined how the group is structured, who's involved, and how you can get involved. Also, they'll discuss credit specialized sub groups that have formed around analytics, oil, renewables, technology, and compliance.
To illustrate just how current this initiative is designed to be, Mike shared a current credit project that involves credit practices to be addressed in this group's work:
- How to give management an intuitive understanding of a complex PFE credit model
- Appropriate use of the PFE credit model
- What’s changed in the model post-COVID19?
- Integration of new models supporting negative prices, i.e. Bachelier
Speakers:
Scott Davis - Credit Risk Expert and Founder of Judson Park Energy
Nithya Venkatesan - Manager, Corporate Risk, Hess Corporation
Mike Burger - Partner, Veritas Total Solutions