Tue Oct 19 BST (9 months ago)
In your timezone (EDT): Tue Oct 19 3:00am - Tue Oct 19 12:00pm
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'
Team Lead Banking Supervision, European Central Bank
Team Lead at Supervisory Policy Division, European Central Bank
Senior Expert Model Risk Management, ING
Head of Risk Integration and Advisory International Markets - Europe, Prometeia
Lead Quantitative Specialist, CRISIL Ltd
Head of Financial and Model Risk Regulatory Policy and Engagement, HSBC