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April 2019
London, UK

Credit Risk Modelling for Banks London - 2018 Practitioners' Forum

Addressing Recent Basel IV, IFRS 9, EBA and PRA Regulatory Developments and their Solutions


We're still putting the 2019 programme together for Credit Risk Modelling For Banks, London.

You may be interested in the European version of this event, the Credit Risk Modelling: European Banking Summit, taking place in Frankfurt on 7 November 2018. 

Alternatively, you can see more conferences on our Infoline homepage...

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..

15+ Speakers
Sharing their experiences and expertise with you
11 Sessions
Proving solutions and guidance to your issues
70+ Delegates
Network with peers that share your challenges

Become an Event Sponsor or Exhibition Partner..