The marcus evans 9th Annual Credit Risk Modelling and Validation event taking place in London, UK on 12-14 September, 2022 will provide practical and experienced perspectives to help delegates adapt their credit risk modelling and validation strategies to the evolving environment of credit risk. This event features in-depth sessions on the optimisation and best practices in IFRS9 and IRB/AIRB spheres, maximising efficiency and accuracy in validation, implications and applications of AI and Machine Learning, integrating climate risk and credit risk in an ever-changing environment, anticipating new regulatory requirements, cleaning and structuring internal and external data, and adapting models to macroeconomic events as they occur. These hands-on sessions will be delivered by best-in-class industry professionals and cutting-edge global leaders who are uniquely equipped to pass on their expertise in this field. This event will enable banks to conquer emerging credit risk challenges in regulatory models, validation, climate risk, and ensure their increased trustworthiness and competitivity.

Attending This Premier marcus evans Conference Will Enable You to:

  • Determine best practices for reducing the model landscape in IFRS9 and IRB modelling
  • Examine emerging applications for automated validation processes in credit modelling
  • Establish a unified framework for climate and credit risk
  • Enhance current credit risk modelling and validation techniques with machine learning
  • Assess current influences on non-performing loans and other distressed debt
  • Utilise similar tools in model development and validation to better optimise IFRS9 and IRB models

Best Practices and Case Studies from:

  • Ulrich Sauder, Head of Credit Risk Model Validation, UBS
  • Andreas Koutras, Head of Market Risk and Risk Reporting, ABC Bank
  • Rubén Garcia Cespedes, Head of Global Analytics for Market and Credit Risk, BBVA
  • Sebastian Ptasznik, Head of IFRS 9 and Non-IRB Risk Validation, Close Brothers
  • Dr Peter Quell, Head of Portfolio Analytics, Market and Credit Risk, DZ Bank
  • Alan Forrest, Head of Model Risk Oversight, Virgin Money UK
  • Sajid Iqbal, Deputy CRO, Head of Market Risk, Wealth Management Risk and Model Validation, Habib Bank AG Zurich

For more information please contact: Ria Kiayia, Digital Media and PR Marketing Executive at or visit:

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