10th Annual Credit Risk Management, Modelling and Validation

Credit risk modelling and management is an ongoing priority for the banking industry. Banks need to understand their exposures to different counterparties to ensure they forecast and model the probability of default of each customer to whom they lend. Moreover, the long-term impact of COVID-19 on credit risk is not yet clear. Now as banks have moved back to BAU they face other pressures such as regulations and macroeconomic pressures, notably inflation and interest rate rises. This has a knock on impact on things such as non-performing loans (NPLs), the proportion of which may rise over the coming months.

The marcus evans 10th Annual Credit Risk Management, Modelling and Validation conference taking place in Amsterdam, Netherlands on 18-20 September, 2023, will enable delegates to adapt their credit risk management, modelling, and validation strategies to meet the current set of macroeconomic, regulatory, and operational challenges. The meeting will include practical guidance on Basel IV, IFRS9 and IRB/AIRB, developing best practices in modelling and validation, utilising AI and Machine Learning effectively, integrating climate risk and credit risk, anticipating new regulatory requirements, and adapting models to macroeconomic conditions. Attending these hands-on sessions delivered by industry leaders will allow you to optimise your credit risk frameworks.

Topics Covered:

• Confront the uncertainties of IFRS9 model implementation
• Determine the effects of volatile macroeconomic factors to reduce uncertainty in credit risk modelling
• Ensure climate data quality to mitigate the exposure to financial losses within credit risk modelling
• AI governance in the new era for credit risk: organizational aspects of responsible AI in credit risk scoring
• Identify the best techniques to validate backdated information and avoid inaccurate results
• Integrate IRB model in credit risk portfolios to accurately estimate credit risks

Best Practices and Case Studies from:

• Dr Konstantin Vasilev, Group Head of Risk Modelling, Revolut
• Nina Faljic, Head of IRB Data and Strategy, Risk Models, Nordea
• Zsolt Jaczko, Head of Retail IRB Modelling, Nationwide Building Society
• Sotirios Migkos, Head of Model Risk, Pictet
• Páll Guðmundsson, Director of Credit Risk,  Landsbankinn
• Caterina Dalmara, Head of Model Development and Monitoring, Lloyd’s Banking Group

Special discounts available to Treasury XL subscribers! For more information please contact: Ria Kiayia, Digital Media and PR Marketing Executive at [email protected] or visit: https://bit.ly/42ODLQV