AI in capital markets: credit risk landscape

This three-part video fireside discussion series explores the dynamic landscape of predictive and generative artificial intelligence. Experts take a deep dive into the technology’s transformative impact on credit risk, synthetic data processing and automation, including data governance and evolving regulatory and compliance needs, which have brought multiple challenges to the fore.

In the first segment, Anthony Mancuso, director and head of risk modelling and development at SAS, and Tyler Pichach, head of worldwide banking strategy at Microsoft, turn the spotlight on the value proposition of AI and machine learning across risk functions, while distinguishing AI typologies based on their functionality and purpose. They also delve into AI’s growing role in credit and model risk management, and how evolving regulatory priorities might reshape the market.
 

00:16 – The current landscape and new considerations

02:50 – Predictive versus generative AI and how they each interact with various risk functions while geo-based regulatory challenges beckon

03:25 – Understanding how regulators view and approach AI capabilities and associated risks

04:44 – Automation in model risk management, document processing, agentic models and beyond

AI in capital markets discussion series

Part 2: Automation use cases

Part 3: Model development and data

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