Webinar Oct 13: Successful uses of R in Banking

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.

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