Demystifying Model Monitoring and Validation

In today’s volatile macroeconomic and geopolitical environment, financial institutions face growing pressure to ensure the accuracy and resilience of their Expected Credit Loss (ECL) models. Traditional risk frameworks often fall short when addressing the impact of inflation, interest rate fluctuations, supply chain disruptions, and evolving regulatory expectations. As scrutiny intensifies, the need for agile, transparent, and compliant ECL modelling is critical.

Grant Thornton Bharat in association with Grant Thornton UK, and the ICAEW, is hosting a webinar where experts will share practical insights and strategies to enhance the robustness and regulatory readiness of your ECL models.