14th Annual Credit Risk Management, Modelling and Validation EMEA
September 14 – 16, 2026 | London, United Kingdom
Optimise credit risk management strategies in an age of increased macroeconomic volatility, growing regulatory pressures and advancements in AI
In the Marcus Evans 14th Annual Credit Risk Management, Modelling and Validation EMEA conference will explore how credit risk management continues to be challenged with increased regulatory requirements from the implementation of Basel 3.1 and CRR3 across the UK and Europe and growing appetite to harness the use of AI and machine learning. As banks across Europe and the Middle East tackle this in the context of growing geopolitical and macroeconomic volatility, this event will share case studies from leading institutions on how to optimize credit risk models to adapt to these emerging risks and ensure alignment with regulatory and supervisory guidelines. In addition, delegates will come away with insights to align credit risk modelling and validation with the latest model risk management guidelines and optimize workflows to tackle increased model approval timelines.
Topics Covered:
- Review the implementation of Basel 3.1 and CRR3 to ensure alignment with regulatory guidelines and supervisory priorities across credit risk modelling and management
- Capture sector specific risks in credit risk modelling to more accurately forecast expected credit loss
- Examine the impact of geopolitical risk on credit risk management and modelling to adapt to emerging risk drivers
- Explore the use of machine learning and AI in credit risk modelling to enhance operational decisioning and non-regulatory models
- Optimize model inventory workflows to improve governance, efficiency, and risk oversight
- Align credit risk models with model risk management principles to improve model approval timelines and reduce organisational friction
Best Practices and Case Studies from:
- Stefka Dabijeva, Head of Audit, Model Risk, Nordea
- Fateh Muhammad, Head Credit Risk Review, Invest Bank
- Gunes Sari, Methodology Stream Lead for IFRS-9 and Stress Test Models, Rabobank
- Carina Morak, Head of Model Validation, BAWAG Group
- Erdem Ultanir, Head of IRB Wholesale Credit Risk Quantitative Analytics, Barclays
- Christian Zuchowski, Head of Credit Validation, Deutsche Bank
Special discounts available to Global Risk Community members! For more information please contact: Stefanos Ioannou, Digital Media and PR Executive at stefanosi@marcusevanscy.com or visit: https://bit.ly/4awlldB
Comments