Credit Risk Modelling for Banks London - 2018 Practitioners' Forum
Addressing Recent Basel IV, IFRS 9, EBA and PRA Regulatory Developments and their Solutions
Bank of England (PRA) + 15 Speakers over just one day - including 9 Banks such as..
Just Some of the Practical Experience on offer at the 2018 London Credit Risk Forum:
Today's key Regulatory Credit Risk Modelling challenges addressed...
- Cyclicality of IRB Probability of Default (PD) Models
- EBA’s Loss Given Default (LGD) Estimation
- EBA’s Definition of Default Requirements
- IFRS 9 Modelling and EBA Stress Testing
- Basel and IFRS 9 Credit Risk alignment
- Validation of Credit Risk Models
- ECB’s TRIM (Targeted Review of Internal Models)
- Basel IV Standardised Requirements
- Basel IV IRB Restrictions
- Basel IV Output Floors
- Stress Testing and Forecasting
Pose your questions during the Interactive Panel Sessions...
- Panel Session: Addressing Practical Challenges of Recent Regulatory Enhancements to IRB Modelling
- Andrea Buzzigoli, HSBC
- Mike Politt, Principality Building Society
- Richard Tedder,, Lloyds Banking Group
- Richard Norgate, Bank of Ireland
- Panel Session: Addressing the Challenges of Aligning Basel and IFRS 9 Credit Risk Methodology and Models
- Christian Duesterbergt, Erste Group
- Alan Burke, Santander UK
- Howe Timms, Close Brothers
- Elena Minduksheva, International Investment Bank
5 Case Studies from Banks sharing practical experiences including...
- Rolf Dürr, Credit Suisse on:
Cyclicality of IRB Probability of Default (PD) Models to Meet Regulatory Expectations
- Clemens Adler, Deutsche Bank on:
EBA’s New Rules for Loss Given Default (LGD) Estimation for Non-Defaulted and Defaulted Exposures
- Richard Tedder, Lloyds Banking Group on:
Implementation of the EBA’s New Definition of Default Requirements
- Peter Quell, DZ Bank on:
Validation of Credit Risk Models and Lessons Learned from the ECB’s Targeted Review of Internal Models (TRIM)
Also Attend the Associated Post Conference Workshop..
"Exploring Developments in Enhancing & Aligning: BASEL IRB & IFRS 9 CREDIT RISK MODELLING"
Led by: Steven Hall, Partner, KPMG and Senior Colleagues
Delve Deeper into Recent Advances in Basel IRB Modelling, IFRS 9 Modelling and their Interaction!
The 2018 London Credit Risk Modelling Forum in numbers..
Become an Event Sponsor or Exhibition Partner..
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