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Secrets of Credit Models: How they are Built

Descripción del evento

Co-Hosted by GARP and CFA Society Spain


Credit models are the cornerstone of banks and the credit system. Institutions use them every day to make better decisions based on data. The digital revolution has enabled us to enhance these models by exploring new sources of information - both internal and external - and incorporating new modelling techniques featuring machine learning, making this sector one of the fastest growing and most profitable.

Join us to hear data scientist Marta Ortigosa illustrate a methodology for constructing robust credit models from scratch. Her presentation will cover:

* An introduction to scorings and ratings

* Model development, including data gathering, target definition, data analysis and variable generation, model estimation, and backtesting

* Monitoring and governance


Marta Ortigosa Tomás

Credit Risk Manager Data Scientist, BBVA

Marta Ortigosa Tomás is Credit Risk Manager Data Scientist at BBVA, one of the largest financial institutions in the world.  She started her career as a programmer at Telefonica and in 2013 she changed to the financial industry where she has been developing mathematical models to predict credit risk since then, first at Santander Bank before joining BBVA.

Marta holds a degree in Physics from the Universidad Complutense of Madrid. She completed her studies with a Master's in Physics and Mathematics (Specialization in mathematical methods and models for Science and Engineering) at Universidad de Castilla-La Mancha and a Master's in Quantitative Finance at AFI. She recently obtained the Sustainability and Climate Risk (SCR®) Certificate at GARP.

Tipo de evento

Sociedad; Featured

Area de formación


Start Time

2/22/2023 7:30 PM

Hora de comienzo

2/22/2023 7:30 PM

End Time

2/22/2023 8:30 PM

Hora de término

2/22/2023 8:30 PM





Ubicación Región


Lugar de celebración

Casa Club

Calle del Pinar, 17

Madrid 28006



Créditos CPD




Precio para Socios


Precio para No-Socios


Precio para Candidatos




All Day Event




Education Topic


Event Country




CPD Credits


SER Credit



Créditos SER


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Event Short Info

Secrets of Credit Models: How they are Built: join us to hear data scientist Marta Ortigosa illustrate a methodology for constructing robust credit models from scratch


Content Type: MyCFA Calendar
Created at 1/23/2023 4:12 AM by [email protected]
Last modified at 1/23/2023 4:13 AM by [email protected]