2nd Annual Credit Risk Modelling, Validation & Stress Testing

Date : 13th June 2019 to 14th June 2019

Place : Germany, Frankfurt Am Main

Website :https://tbmgroup.eu/product/2nd-annual-credit-risk-modelling-validation-stress-testing/?uid=SMLTPR29YP1

Contact Person:Michal Olsanski

Description:

The conference will cover the latest Basel III reform and new Guidelines on PD and LGD estimation with the main focus on how are banks developing and amending their processes within credit risk modelling to comply with the new regulatory standards. Also, banks will have an opportunity to share their views in the discussion with representatives from regulatory bodies such as EBA. The event will also have a look at how banks function with already implemented IFRS9 accounting standard and will review main post-implementation challenges within the most crucial areas of credit risk modelling. This event also offers a chance to discuss impact of technological progress on modelling, validation and stress testing of credit risk. Topics covered include: • Future of IRB models: Discussing EBA’s finalised roadmap • EBA Guidelines on estimation of risk parameters under IRB Approach • In-depth focus on new EBA’s New Definition of Default Requirements • IFRS 9 and the question of volatility in P&L figures • Rethinking credit risk models: Example of the use of machine learning • Periodic review of IFRS 9 for credit risk modelling For more information, please check our website.

2nd Annual Credit Risk Modelling, Validation & Stress Testing will be held in Frankfurt Am Main,Germany on date 2019-06-14

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Deadline for abstracts/proposals : 6th June 2019

Keynote Speakers :

Check the event website for more details.