In anticipation of his upcoming conference co-presentation, Predictive Analytics for Stress Testing – Industry Challenges at Predictive Analytics World Financial in New York City, October 23-27, 2016, we asked Sanjay Gupta, Executive Vice President and Head of Model Development at PNC Bank, a few questions about his work in predictive analytics. Q: In your work with predictive analytics, what behavior or outcome do your models predict? A: We predict defaults of our clients and losses in our portfolio. This is used for the calculation of the Capital, Reserves and Profits of the Bank. Q: How does predictive analytics deliver value at
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