The marcus evans 11th Annual Credit Risk Management, Modelling and Validation conference taking place in Amsterdam, Netherlands on 18-20 September, 2024 will enable attendees to evaluate optimal strategies for modelling credit risks and keep pace with evolving regulation and the macroeconomic environment. In addition, firms can become more competitive with the incorporation of machine learning technologies in terms of having robust models and validation processes. Furthermore, there is a strong emphasis on climate risk and ESG factors being a top priority for credit risk experts, such as the encompassing transition, physical, and geopolitical risks that have large impacts on credit portfolios.
Attending This Premier marcus evans Conference Will Enable You to:
- Unravel the evolving intricacies of Basel III and Basel IV regulations by understanding key areas of change
- Implementation of Margin of Conservatism (MOC) framework to address regulatory requirements of EBA/GL/2017/161 for IRB credit risk models
- Incorporate climate risk considerations to address climate related vulnerabilities and opportunities
- Explore the concept of a hybrid approach to credit risk modelling, combining traditional statistical techniques with AI techniques
- Understand key macroeconomic indicators and their influence on credit portfolios
- Discuss the importance of scenario-based stress testing to enable proactive capital planning in a dynamic environment
Best Practices and Case Studies from:
- Mauricio A Masondo, Managing Director - BSCO 2 ICM Portfolio Management, Citigroup
- Alexandre Petrov, Head of Group Credit Risk Corporate and IRB Models, Nordea, Sweden
- Imran Syed, Head of Contingent (Counterparty) Market Risk Scenario Analysis, UBS
- Caterina Dalmara, Head of Model Development and Monitoring, Lloyds Bank GmbH
- Gunes Sari, Methodology Stream Lead for IFRS-9 and Stress Test Models, Rabobank
- Joris Krijger, AI and Ethics Officer, De Volksbank
For more information please contact: Ria Kiayia, Senior Digital Media and PR Marketing Executive at riak@marcusevanscy.com or visit: https://bit.ly/4bXM2Hf
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