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3rd Edition Credit Risk Modelling under IFRS9

Practical examples of the changes to models in advance of the 2018 deadline

15-17 June 2016
Marriott Marble Arch Hotel, London, United Kingdom

Why You Should Attend

3rd Edition Credit Risk Modelling under IFRS9

This marcus evans conference is the only event exclusively for credit risk modellers and brings together the industry to address the increasingly urgent problem of how credit risk modelling functions should be managing the implications of IFRS 9. Detailed, practical case studies will show delegates what modelling approaches they should be using and how they can tackle the complexities involved. Attendees will also have the opportunity to compare experiences and approaches to the various definitions involved such as ‘significant deterioration’ and understand how their peers are applying them.

The IFRS 9 regulation is looming over the heads’ of credit risk modelling departments and with the deadline approaching, banks need to come up with a pragmatic approach fast. With uncertainty around definitions and regulations, as well as modelling best practice, the industry needs to come together to develop standard practices and approaches to the challenges the new requirements present.

Key Topics

  • Gain insight into the evolving guidance and standards coming from regulators pertaining to IFRS9
  • Understand how best to move from IRB to IFRS9 standards
  • See practical examples of lifetime expected loss modelling
  • Benchmark the emerging new standards for models and assess their impact
  • Previous Attendees Include

    • Barclays
    • RBS
    • Metro Bank
    • Unicredit
    • Morgan Stanley
    • Santander
    • Danske Bank
    • Nordea
    • UBS
    • Credit Suisse
    • and many more..
    • Rabobank
    • Alpha Bank
    • Bank of Ireland
    • BNP Paribas
    • BBVA
    • Deloitte
    • HSBC
    • Landsbankinn
    • ING
    • Nedbank Sydbank
    • Belfius

    Why Choose marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Event Sponsors
    S&P Global Market Intelligence
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    Event Partners

    Practical Insights From

    André Wilch
    Head of Credit Risk Control
    HypoVereinsbank – UniCredit Bank AG

    Joris van Velsen
    Head of Credit Risk Stress Test and Provision Modelling
    ABN AMRO Bank

    Louise Lindgren
    Chief Risk Officer
    Länsförsäkringar Bank

    Diana Kapsa
    Head Credit Methodology Retail
    UBS AG

    Oliver Fiala
    Head of Risk Analysis

    Bianca Harding
    Manager, IFRS 9 Methodology
    Lloyds Banking Group

    Ying Hu
    Head of Strategic and Credit Risk Management

    David Gruenberger
    Head of IFRS Enforcement Division
    Austrian Financial Market Authority

    Click Here For Full Agenda

    Voice of Our Customers
    • “‘A great conference on an important and difficult topic.’ Senior Vice President, Bank of Montreal
    • ‘High level of subjects. Good interaction between speakers and audience.’ Senior Manager, ING
    • ‘Good speakers, great topic…Definitely useful for my practice.’ Senior Risk Manager, SNS Reaal
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Constandinos Vinall

    marcus evans (Europe) Ltd
    PO Box 24797
    1304 Nicosia, Cyprus

    +357 22849 380
    Fax: +357 22849 394