6th Edition Credit Risk Modelling and Management under IFRS9 | Marcus Evans (Europe) Ltd | 25 June 2018 | CCT Venues, Plus-Bank Street, Canary Wharf, London, United Kingdom

This marcus evans conference will enable you to overcome the immediate post-implementation issues of IFRS9. You will learn how to best validate models and key strategies to effectively source and manage the data for IFRS9 calculation. Furthermore, you will hear more about what is expected from the regulators and the auditors, and how their feedback can be incorporated to existing models. Finally, you will hear from industry experts how to move forward post-implementation to incorporate IFRS9 into business as usual processes.

Although there is a sense of relief after years of preparation for IFRS9, institutions are still struggling with post-implementation challenges, while waiting for regulators’ and auditors’ feedback. Despite the fact that banks have all developed their own internal models and methodologies for the expected credit loss calculation, the creation of viable and accurate models is still a major challenge for the industry. Data management is another major area of concern, with everyone focused on finalizing the modeling and calculation, the data aggregation requirements have been largely ignored and, following the initial implementation, needs to be addressed, to ensure efficient calculations for IFRS9. Validation and stress testing under IFRS9 have posed a number of difficulties, and there are still many questions to be answered here. Finally, financial institutions want to understand how to optimise capital and provisions in light of IFRS9, to ensure they have enough resources allocated to effectively manage credit risk.

2018 Speakers:

Christian Duesterberg
Head of Risk Methods and Models, Erste Group

Gyorgy Inzelt
Head of Division, Magyar Nemzeti Bank

Andreas Koutras
Head of Portfolio Risk Management, FBN Bank

David Grunberger
Head of Financial Reporting Enforcement, IFRS9 Specialist, Austrian Financial Markets Authority

Chiara Capelli
Head of Group Models Methodologies and Standards, and Regional Support, UniCredit

Tanveer Bhatti
Former Global Head of Model Risk Management and Valuation Control, Citi

David Curtis
Chief Credit Officer, Permanent TSB

Adam Ziarkiewicz
Director of Credit Portfolio Management Department, Bank Pocztowy

2018 Sponsors and Partners

• Global Risk Community
• all about risk.com
• banking technology
• International Finance
• Global Banking and Finance review