8th Annual Advancing Credit Risk Modelling for IFRS 9 2020 | Marcus Evans | 21 October 2020 | Amsterdam, Netherlands

Venue
Amsterdam, Netherlands

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Event Date Wed Oct 21 BST - Fri Oct 23 BST (about 4 years ago)
In your timezone (EST): Wed Oct 21 3:00am - Fri Oct 23 12:00pm
Location Amsterdam, Netherlands
Region EMEA
Details

Why you should attend:
Since its initial go-live date, the effects of IFRS 9 upon the banking industry have been substantial – particularly so within credit risk modelling. Since initial implementation, a number of issues have been identified with credit risk modelling under the standard. Whilst credit risk models continue to evolve and develop alongside these issues, challenges still remain, alongside related difficulties in the management and provisioning of loans. Whilst there are lingering concerns regarding the increased complication caused by the model, and the lack of data, refinement remains a focus, refinement of models remains a focus. With the increased role of model validation, alongside the application of higher quality data and previous results informing the development of new and more effective credit risk models. Whilst many of the existing issues remain, and will require further work to remedy entirely, there are areas where the industry is looking ahead. The work being done in applications of AI and machine learning, and the introduction of climate risk into credit risk modelling offer two of the most exciting new prospects with the field – offering new ways to manage and produce credit risk models. With this is mind, this marcus evans conference will focus upon the refinement of credit risk models, necessitating IFRS9 with feedback from data, validation and audit insights, as well as AI.

Speakers

2020 Speakers

Gregoire Babin
Executive Director – Wholesale Credit Analytics & Solutions
JP Morgan

Xun Su Asklund
Chief Credit Risk Analyst, Leading IFRS 9 Modelling
Nordea

Maikel Van Herel
Head of Credit Risk Modelling
Rabobank

Mahmoud Fatouh
Economist
Bank of England

Laurent Van Malderen
Retail Credit Risk Management
Axa Bank Europe

Louis Brown
Head of Credit Risk Modelling
Investec

Aaron Hanly
Head of Impairment and MI
Permanent TSB

Senem Severcan
Former Credit Risk Analysis Supervisor
Garanti Bank

Sponsors & Partners

2020 Partners

• FinTech Finance