Credit Risk Management, Modelling, and Validation 2023 | GFMI | 17 September 2023 | Hotel NH Amsterdam Leidseplein, Stadhouderskade 7, 1054 ES Amsterdam, Netherlands

This event will enable delegates to adapt their credit risk management, modelling, and validation strategies to meet the current set of macroeconomic, regulatory, and operational challenges. This meeting includes 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. These hands-on sessions delivered by industry leaders will allow lenders to optimise their credit risk frameworks.

2023 Speakers

Nina Faljic
Head of IRB Data and Strategy, Risk Models, Nordea

Caterina Dalmara
Lloyds Bank GmbH - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Caterina Dalmara
Head of Model Development and Monitoring, Lloyds Bank GmbH

Zsolt Jaczko
Nationwide Building Society - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Zsolt Jaczko
Head of Retail IRB Modelling, Nationwide Building Society

Christiaan Ras
Absa - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Christiaan Ras
Head of Independent Validation Unit, Absa

Joris Krijger
De Volksbank - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Joris Krijger
AI and Ethics Officer, De Volksbank

Sînziana Kroon
ABN AMRO - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Sînziana Kroon
Head of Basel Center, ABN AMRO

Dr. Konstantin Vasilev
Revolut - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Dr. Konstantin Vasilev
Group Head of Advanced Risk Analytics, Revolut

Frederic Menninger
Credit Suisse - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Frederic Menninger
Head of Client Lending Projections, Credit Suisse

Suman Mukherjee
UBS - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Suman Mukherjee
Director, Credit Risk Model Validation, UBS

Sotirios Migkos
Pictet - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Sotirios Migkos
Head of Model Risk, Pictet

Roko Uglesic
Addiko Bank AG - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Roko Uglesic
Managing Director for Group Models and Data, Addiko Bank AG

Grzegorz Kamzol
ING Hubs Poland - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Grzegorz Kamzol
Senior Expert/Product Owner - Credit Risk Model Developer, ING Hubs Poland

Sorin M. Vlad
UniCredit - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Sorin M. Vlad
Head of Credit Risk Modelling, UniCredit

Michel Biela
Biela Analytics Limited - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Michel Biela
Credit Risk Modelling Expert, Biela Analytics Limited

Dr. Eelco Lens
ABN AMRO - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Dr. Eelco Lens
Team Lead Credit Risk Modelling – Specialized Redevelopments, ABN AMRO

Javier Calvo Martin
Management Solutions - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Javier Calvo Martin
Partner, Chief Artificial Intelligence Officer, Management Solutions

Siva Pradhapan
Independent consultant - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Siva Pradhapan
Credit Risk Measurement, Model Risk and Validation Specialist, Independent consultant

Tobias Noll
RSU - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Tobias Noll
Principal Relationship Manager Credit Risk Management, RSU

Zaid Siddiqi
Zanders - Credit Risk Management, Modelling, and Validation, marcus evans Conferences

Zaid Siddiqi
Director, Zanders

2023 Sponsors

• MSO
• RSU
• Zanders