Methodologies to review and refine credit risk models incorporating Basel IV, IRFS9, IRB, climate risk and stress testing regulation
Management of credit risk and models are a top priority for banks. For the banking industry to accurately model and forecast the probability of customer default, it must first clarify its exposure to counterparty risk. The COVID-19 pandemic has presented many challenges to credit risk models. Moreover, the long-term impact of the crisis remains unclear. Banks require a benchmark to compare and contrast lessons learnt during the pandemic. The marcus evans 9th Annual Credit Risk Modelling and Management in a Post-Pandemic Environment conference aims to pinpoint the key challenges and priorities faced by credit risk modelling managers and offer comprehensive solutions regarding modelling techniques, regulatory compliance, climate risk, stress testing and data management.
Attending This Premier marcus evans Conference Will Enable You to:
- Incorporate macroeconomic factors into stress testing
- Practice and perfect IRB modelling techniques
- Correct treatment of government schemes in IFRS 9 models
- Comprehend the new definition of default
- Interpret regulation and implement practical scenarios
- Be precise when defining model parameters
Best Practices and Case Studies from:
- Nick Popov, Managing Director, Rabobank
- Matt Spencer, Head of Credit Risk Technology, Investsec
- Stuart Burns, Model Development & Validation, Bank of England
- Sebastian Ptasznik, Head of IFRS 9 and Non-IRB Risk Validation, Close Brothers
- Joris Krijger, AI & Ethics Specialist, De Volksbank
- Alan Forrest, Advisory Senior Manager, Model Risk Oversight, Virgin Money
- Catarina Souza, Senior Expert Model Risk Management, ING
For more information please contact: Ria Kiayia, Digital Media and PR Marketing Executive at riak@marcusevanscy.com or visit: https://bit.ly/3d5rBMf
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