TBA, London

What is Qwoted?

Qwoted is a free expert network: we help reporters connect with experts & we help those same experts build relationships with top reporters.

Event Date Tue Oct 19 BST (9 months ago)
In your timezone (EDT): Tue Oct 19 3:00am - Tue Oct 19 12:00pm
Location TBA
Region EMEA

The Only Forum to Specifically Address Recent PRA, EBA, IFRS 9 and Basel Modelling & Validation Developments & their Solutions

Benefit from regulatory guidance and 17+ Banks providing insights into practical experiences via multiple case studies and panel sessions. Hear from your peers experiences on topics including:
• Exiting Covid: What were the data implications of Covid-19 and their impact on credit risk models'
• 'How to efficiently apply machine learning for credit risk calculations'
• 'Panel Session: Refining and Simplifying the IFRS 9 vs. IRB Modelling and Stress Testing Landscape'
• 'EBA Stress Testing Requirements- The evolution of the ESRB Adverse Scenario- Systemic Risk Methodologies'
• 'Best Practice Approaches for Meeting the Margin of Conservatism'
• 'The impact of 'Initial and Further Payments Deferrals- IFRS 9' on the measurement and classification of Lifetime Expected Loss'
• 'Basel IV Requirements- Limits to the Reduction in Capital and Revised CVA framework for Corporate Products'
• 'Integration of Climate Risk Methodologies on Credit Risk Models- Managing Multiple Frameworks of Sustainability'


2021 Speakers

Gera Kiewiet
Team Lead Banking Supervision, European Central Bank

Luca Ciavoliello
Team Lead at Supervisory Policy Division, European Central Bank

Catarina Souza
Senior Expert Model Risk Management, ING

Tiziano Bellini
Head of Risk Integration and Advisory International Markets - Europe, Prometeia

Maria Kostova
Lead Quantitative Specialist, CRISIL Ltd

Katie Wolicki
Head of Financial and Model Risk Regulatory Policy and Engagement, HSBC