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June 18, 2020
Presentation during the virtual CCRO meeting & conference;
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, Nithya, and Pat will outline 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 will share 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
Founder, Judson Park Energy
Nithya Venkatesan
Manager Corporate Risk, Hess Corporation
Mike Burger
Partner, Veritas Total Solutions