7th Annual Advanced Credit Risk Modelling Under IFRS 9 2019 | Marcus Evans | 26 June 2019 | Renaissance Wien Hotel, Linke Wienzeile, Ullmannstraße 71, 1150 Wien, Austria

At the beginning of 2018, banks went live with the credit risk models which are currently feeding IFRS 9 figures. By this point, the initial models and methodologies for calculating the expected credit loss on credit products and the guidelines for building this methodology are well understood. But while banks have built the models that IFRS 9 necessitated, the bulk of actionable insights regarding credit risk models under IFRS 9 are to be gained now. IFRS 9 models are endlessly running and supplying new information on risk and performance, which banks must be ready to take advantage of. This year banks are looking to optimise the data they are gaining from their models, stress tests, and audits in order to lend their models greater stability and robustness, thus better managing IFRS 9 volatility. With this in mind, this marcus evans conference will deep dive into how banks are advancing credit risk models under IFRS 9 by confronting self assessment through validation, audit and data insights.

2019 Speakers

Andrea Buzzigoli
Head of Global Wholesale Credit Risk Analytics, HSBC

Elena Minduksheva
Deputy CFO, International Investment Bank

David Gruenberger
Head of Prudential Policy and Accounting, European Central Bank

Evion Çuko
Head of Credit Management, Internation Commercial Bank Albania

Indra Wilson
Head of Stress Testing, SEB

Ying Hu
Head of Risk Analytics, SMBC

Oliver Blümke
Risk Methods and Analytics, Raiffeisen Bank International AG

David Curtis
Chief Credit Oficer, Permanent TSB

2019 Partners

• GlobalRisk Community
• FINTECH FUTURES
• TRUE BANKING
• FINTECH FINANCE
• BANKING FINANCE