Liming Brotcke leads the model validation group of the MRM function at Ally since February 2019. Before joining Ally Liming worked at the Federal Reserve Bank of Chicago as the head of MRM for the 7th district and the Risk Modeling and Analytics team. She co-led the quantitative review of the CCAR Credit Card and was a key member of the LISCC supervision retail team. Prior to Chicago Fed, Liming developed extensive modelling skills and business knowledge between Discover and Citi Group. Liming holds a Ph.D. degree in Economics from the University of Illinois at Chicago. She has multiple publications on quantifying model risk and machine learning governance.
All Sessions by Liming Brotcke
12:00 - 12:35
DELINQUENCY RATES
Assessing increased delinquency rates after a period of low rates
- Impact of pandemic measures on delinquency rates
- Changes as restrictions and payment deferrals expire
- Monitoring rates across portfolios
- Managing upside trends in delinquencies