Seminar: Development of Credit Risk Models for SMEs – Japan Case Studies

Event | 17 May 2016
ADBI, Tokyo, Japan

Purpose

ADBI’s Small Seminar Series brings prominent scholars to ADBI to encourage debate among policymakers, researchers, academics, think tanks, and other audiences interested in economic development challenges in the Asia and Pacific region.

Background

Seiichi Tsubokura is Director, Solutions & Services of Standard and Poor’s Capital IQ Risk Solutions. He has more than 14 years’ experience providing credit risk services to major banks and corporate clients in Japan and other parts of Asia and the Pacific. Since joining S&P in 2006, he has been engaged in projects such as the delivery of S&P Capital IQ’s standardized PD and LGD models, customized development of PD models, validation and review of existing PD or LGD models, and internal ratings.

He holds a bachelor of arts and science degree from the University of Tokyo, a bachelor of laws from Chuo University, and a master of science and management from the Massachusetts Institute of Technology. He is a chartered financial analyst.

Objectives

Participants will better understand how to assign internal ratings to SMEs in Japan and quantify their credit risks. These models have been used as primary tools for more than 10 years at Japanese financial institutions. Such SME models are effective because of the availability of reliable financial and default data, and the continuous efforts to maintain and validate the models. Against this background, the technical steps of model development and testing will be discussed in this seminar.

Participants

Policymakers, academics, outside researchers, and the general public; approximately 30 participants.

Output

Better understanding of the effectiveness of SME models.

How to register

By invitation only.

Language

English

Time of event

12:00 – 13:00