Analytics Tools in Credit Management (PFE, Stress Testing, Scenario Analysis) – Why do we need them?

Time: Monday, April 17, 2023 - 1:45pm to 2:45pm
Level: Intermediate/Advanced


redit managers are not quantifying accountants and while knowledge of how models work is helpful, it’s more important to know how to interpret and make use of the output they produce. In this session we will explore the typical models found in the industry today, what they are, how to operate them,  the circumstances in which they’re valuable, and most importantly how to use the data that comes out of them to make good sound credit management decisions. The models we’ll be covering include Stress Testing, Scenario Analysis, and Potential Future Exposure (PFE)


  • Gain an understanding of the models and analytics that are in service today and how credit managers are utilizing.