Events

Learn the most effective strategies within credit risk to maintain regulatory compliance, whilst leveraging credit risk modelling with climate risk data, AI and ML and macro-economic data

The 12th Annual Credit Risk Management, Modelling and Validation conference will allow delegates to understand the best practices for maintaining regulatory compliance whilst also conducting accurate credit risk modelling and validation. It will discuss how to navigate the upcoming BASEL 3.1 and IRB model regulations, and the best practices for redeveloping IRB models for these regulations. The conference will discuss how to incorporate climate risk data effectively and will lean into how to overcome the challenges of validating credit risk models with climate risk data within them. It will also delve into how to develop models for environments under economic stress and how to implement AI and Machine Learning legally and effectively. The conference will also discuss potential future regulation that surround the implementation and use of AI and ML in credit risk modelling.

Attending This Premier marcus evans Event Will Enable You to:

• Gain an update from regulators to ensure compliance in the current credit risk regulatory environment
• Navigate the challenges of integrating climate risk into credit risk models
• Integrate geopolitical risk and novel macroeconomic factors into credit risk models
• Streamline IRB and IRFS-9 models for successful and accurate credit risk modelling

Speakers Include:

•         Mauricio A Masondo, Managing Director - BSCO 2 ICM Portfolio Management, Citigroup
•         Zsolt Jaczko,Head of Retail IRB Modelling, Nationwide Building Society
•         Gunes Sari, Methodology Stream Lead for IFRS-9 and Stress Test Models, Rabobank
•         Christian Duesterberg, Risk Management Consultant, Christian Duesterberg Consulting
•         Stefka Dabijeva, Head of Audit, Model Risk , Nordea

For more information please contact: Mr. Angelos Tsiamis, Digital Media and PR Marketing Executive at angelost@marcusevanscy.com or visit https://bit.ly/4biEQ9q