Credit Risk Modelling for Banks - 2nd Annual Practitioners' Forum is part of the Informa Connect Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 3099067.

Informa

May 2020
London

Credit Risk Modelling for Banks - 2nd Annual Practitioners' Forum

The Only Forum to Specifically Address Recent PRA, EBA, IFRS 9 and Basel Modelling & Validation Developments & their Solutions

WHAT'S ON THE AGENDA AT THE 2nd Annual Credit Risk modelling Forum...

Hear 7 case studies allowing you to learn from your peers' experiences including...
  • LLOYDS BANKING GROUP...
"Managing Delivery of the Multiple EBA & PRA 2020 Model Rebuild Programme Requirements"
  • DEUTSCHE BANK...
"Tackling the EBA's New Rules for Loss Given Default (LGD) Estimation of Downturn"
  • RABOBANK...
"Experience of Using New Technology to Meet Credit Risk Modelling & Validation Expectations"
  • SEB...
"Meeting the EBA Guidelines for the Margin of Conservatism (MoC) Framework"
  • JA JA FINANCE...
"Enhancing Approaches for Effective IFRS 9 Stress Testing"
Have your questions answered by 13 Banks on the 3x Q&A Sessions...
"EBA and PRA New Definition of Default Requirements including Calibration and Regulatory Change Process"
  • Bank of Ireland Group - Principality Building Society - Leeds Building Society - YBS Group - and others...

"Refining and Simplifying the IFRS 9 vs. IRB Modelling and Stress Testing Landscape"
  • Investec - J.P. Morgan - International Investment Bank - Nationwide Building Society - and others...

"Managing Multiple Simultaneous Regulatory Demands for Model Redevelopment and Adjustment"
  • Bank of Ireland - Lloyds Banking Group - ING Bank - Nationwide Building Society - J.P. Morgan - and others...
Plus gain clarification and guidance from key Risk Advisory specialists...


  • Tom Clifford, Director, Deloitte
"Addressing PRA’s Cyclicality Framework for Mortgage Probability of Default (PD) Models"


  • Steven Hall, Partner, Financial Risk Management, KPMG
"Meeting Regulatory Requirements for an Appropriately Detailed Validation Framework"


  • Koen Dessens, Risk Advisory, Deloitte
 "Impact of the BCBS Finalisation of Basel III (Basel IV) and ECB’s Targeted Review of Internal Models (TRIM) on Modelling Practice"

The 2019 Credit Risk Modelling for Banks Forum in numbers..

20+ Speakers
Sharing their experiences and expertise with you
13+ Sessions
Proving solutions and guidance to your issues
50+ Delegates
Network with peers that share your challenges

Just some of the past attendees to Infoline's credit risk modelling Forums include...

Become an Event Sponsor or Exhibition Partner..