Retail Credit Risk forum: the latest regulation, modelling techniques and business models for retail portfolios
Key Highlights:
Leading Regulatory speakers:
• Prudential Regulation Authority on IRB
modelling
• Implementing the Mortgage Market Review
• Bank of England on economic position of UK
households
Bank led case studies including:
• Building Risk Appetite and KRI frameworks for
• retail portfolios
• Mitigating the risks of rising house prices
• Building a transparent property valuation model
• Developing PD models with variable scalars
• Assessing internal capital adequacy for retail
• portfolios
• Latest validation techniques and parameters for
• retail models
Gain access to the latest advances in:
• Stress testing for marcoeconomic variables
• Linking latest IFRS9 standards with IRB models
• Navigating risks and opportunities in rising
• residential property values
• Impacts of CRD IV on retail credit risk models
• Calculating Lifetime Loss for retail credit risk
Hear from Leading Retail Credit Institutions including:
• Prudential Regulation Authority
• Financial Conduct Authority
• Bank of England
• HSBC
• Royal Bank of Scotland
• Barclays
• Santander UK
• Principality Building Society
• Leeds Building Society
• Credit Suisse
• Danske Bank
• Alandsbanken
• Edinburgh University
• Imperial College London
• St Louis University, Belgium
• Experian
• Hometrack
• KPMG
• PwC
• Hymans Robertson
plus use this expert panel to...
• Benchmark your strategy and technique
• Network with your industry peers
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