26 November 2019
InterContinental Frankfurt Hotel,
Wilhelm-Leuschner Strasse 43 , Frankfurt ,60329, Germany
Credit Risk Modelling - 2nd Annual European Banking Summit
Addressing Recent EBA, ECB, IRB & IFRS 9 Developments - over one focused day!
HEAR THE ECB'S HEAD OF PRUDENTIAL POLICY GIVE HIS VIEWS ON credit risk Modelling
"European Central Bank: Feedback on Credit Risk Modelling Expectations, Experience and Outlook for the Future"
David Gruenberger, Head of Prudential Policy, EUROPEAN CENTRAL BANK
Find out more about this ECB session here
PLus, 15+ Banks sHARing their practical EXPERIENCES including...
Key credit risk modelling challenges being addressed by our peers...
What’s so unique about this dedicated credit risk modelling 2nd Annual Summit?
European Central Bank’s Head of Prudential Policy
10 Banks represented by senior risk specialists
10 key topics addressed on the programme
4 detailed case sharing practical experience
3 focused Q&A sessions delivering insights
15 speakers delivering unique insights
...and all in just one day!
A one day programme featuring today's key regulatory requirements and expectations:
EBA’s Rules for Probability of Default (PD) and Loss Given Default (LGD)
EBA Default Definition Implementation Experience
Meeting the EBA Margin of Conservatism (MoC) Framework Guidelines
Model Risk Management and Validation for IFRS 9 and IRB Credit Risk
ECB Targeted Review of Internal Models (TRIM) Experiences, Feedback and Impacts
IFRS 9 Modelling Solutions and Remaining Challenges
Key Forecasting Challenges for Stress Testing and IFRS 9
Hear multiple case studies allowing you to learn from your peers including...
DEUTSCHE BANK - Roman Timofeev, Risk Methodology – LGD Methodologies
"Experience of Tackling the EBA’s Rules for Probability of Default (PD) and Loss Given Default (LGD)"
DE VOLKSBANK - Bas Jordans, Credit Risk Model Developer
"Best Practice Approaches to Meeting the EBA Margin of Conservatism (MoC) Framework Guidelines"
CLOSE BROTHERS - Sian Inch, Head of Model Risk Management
"Enhancing Model Risk Management and Validation for IFRS 9 and IRB Credit Risk Models and their Interaction"
Have your questions answered by yet more Banks on the 3x interactive Q&A Sessions:
"Insights into EBA Default Definition Implementation Experience, Resulting Impacts and Regulatory Change Process"
- J.P. MORGAN - NIBC BANK - ABN AMRO - ERSTE GROUP BANK
"Addressing IRB Modelling Practical Challenges from Recent Regulatory Enhancements"
- DEUTSCHE BANK - CLOSE BROTHERS - RABOBANK - SOCIÉTÉ GÉNÉRALE
"Discussing the Management of the Multiple Simultaneous Regulatory Demands for Model Redevelopment and Adjustment"
- NIBC BANK - PERMANENT TSB - J.P. MORGAN - NORDEA and others...
The 2019 Credit Risk Modelling Summit in Numbers...
Who attends Infoline's credit risk modelling summits...
ABN AMRO - AS SEB Pank - Bank of Tokyo Mitsubishi UFJ - CBA - Commonwealth Bank of Australia - Credit Suisse - Deloitte - DNB
Erste Group Bank - HSBC - J.P. Morgan - Landsbankinn HF - Management Solutions - OP Osuuskunta - Rabobank - S Rating und Risikosysteme GmbH - Societe Generale Global Solution Center - XP Investiments Accenture - West Bromwich Building Society
Credit Suisse - Deloitte - DNB - Erste Group Bank - HSBC - J.P. Morgan - Landsbankinn HF - Management Solutions - OP Osuuskunta - Rabobank - S Rating und Risikosysteme GmbH - Societe Generale Global Solution Center - XP Investiments - Accenture - Banco de Crédito Social Cooperativo - Boubyan Bank, Kuwait - Banco de Crédito Social Cooperativo - Boubyan Bank, Kuwait
European Investment Fund - International Investment Bank - JSC SEB Banka - Lloyds Banking - Nationwide Building Society - Privredna Banka Zagreb - Raiffeisen Bank - International AG - SAS Institute - Virgin Money - Arca PRM - Bank of Ireland Group - CARISMA - Close Brothers - DekaBank - d-fine GmbH - ECB - FCMB Bank UK - Investec - KPMG - LPB Bank - NIBC Bank NV - PwC - RBS - SEB
BECOME AN EVENT SPONSOR OR EXHIBITION PARTNER..
As an event sponsorship or exhibition partner, we can help you to forge new business relationships, share your experiences and position yourself as a go-to firm for Credit Risk Modelling and Management expertise within the Banking Sector. Through understanding your business objectives and requirements we can tailor a solution to suit your strategy and budget. Don't miss your chance to get involved! For a bespoke package, contact Sophie Serhan on on Sophie.serhan@Informa.com or call: +44 (0) 207 551 9931.