Webinar Oct 13: Successful uses of R in Banking
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On Thursday October 13, Hong Ooi from ANZ (Australia and New Zealand Banking Group) will give a webinar presentation on Successful Uses of R (along with SAS and Excel) in Banking. We've covered Hong's use of R for credit risk analysis here on the blog before, and in next week's webinar he'll take an in-depth look at applying R and SAS to analysis of mortgages, loan portfolios and probabilities of default. The full abstract is below, and you can register for the webinar at the Revolution Analytics website.
| Date: | Thursday, October 13th, 2011 |
| Time: | 1:00PM – 2:00PM Pacific Time (Click here for the webinar time in your local time zone) |
| Presenter: | Hong Ooi, Ph.D., Statistician at Australia and New Zealand Banking Group (ANZ) |
Hong Ooi’s analysis supports bottom line-impacting decisions made a wide spectrum of groups at Australia and New Zealand Banking Group (ANZ). He has broad experience with both SAS and R, and depends on R for the bulk of his analysis. In this webinar, he will discuss his challenges, how he’s using R along with SAS and Excel to overcome them in areas such as:
- Fitting models for mortgage loss given default,
- Monte Carlo application for stress-testing loan portfolios (in combination with SAS and Excel, which was used to enable access to the model for business users),
- Framework for calculating through-the-[economic]-cycle probabilities of default.
Hong will share some of the clever ways he’s using R to achieve innovation and improved performance. He will also talk about some of the challenges involved in getting R accepted in a conservative financial institution workplace.
Revolution Analytics Webinars: Successful Uses of R (along with SAS and Excel) in Banking
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