May 15

Masterclass on Explainable AI in Finance: The Future of Credit Risk Modeling

Event details




15:00 - 17:30

Dive into discussions on how to bring credit risk modeling into the future, where sophistication meets transparency. Join us for an engaging masterclass that unveils the potential of AI to drive customer segmentation and decision-making within the highly regulated IRB modeling domain. Discover how Explainable AI (XAI) can facilitate wider-spread adoption of advanced AI models, ensuring every credit decision is not only optimal but also transparent.

Engage in discussions about the intersection of regulation and advanced modeling techniques, exploring paths toward more efficient and informed credit decisions.




  • Welcoming words & Masterclass objectives

Jani Ristimäki, Head of FS Finland at BearingPoint


Core Concepts of AI & Explainable AI (XAI)

  • Introduction to AI
  • Understanding XAI for Transparency and Compliance

Ove Scavenius, CTO at Eira Blue

Peter Lundgaard Rosendahl, First VP and Head of Machine Learning at Danske Bank


Case Klarna & AI Tech: A Journey Into Smart Solutions 

  • Internal AI Tech Stack
  • Smart Solutions for Transforming Fintech

Marcus Tallqvist, Solutions Engineer at Klarna


Danske Bank & Eira Blue: Credit Risk Modeling 

  • Evolution of Credit Risk Modeling
  • Where Might Sophisticated AI Models Improve Credit Ratings and Decisions?
  • What Can We Do Now Within Regulatory Compliance? 

Ove Scavenius, Peter Lundgaard Rosendahl


Interactive Q&A and Wrap-Up

Facilitated by BearingPoint