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5th Annual Credit Risk Modelling under IFRS 9

Each bank’s success in implementing IFRS 9 will be decided in 2017

29-30 June 2017
Hilton Canary Wharf, London, United Kingdom

Conference Workshop

Evaluating options for significant deterioration under IFRS 9

An in-depth analysis of significant deterioration requirements and point-in-time modelling under IFRS 9

Workshop Moderator: Gaurav Chawla, Team Lead Models and Methodologies

Company: Z-Risk Engine


Why You Should Attend

5th Annual Credit Risk Modelling under IFRS 9

This marcus evans event provides the opportunity to discuss and compare solutions to modelling challenges with other banks before implementation and to benchmark their approaches to validation. The conference will also cover the most up-to-date expectations of supervisors.

With the 2018 deadline for compliance now fast approaching, banks are in the crucial latter stages of reforming their credit risk models to meet the IFRS 9 standards. Banks have had to make a series of assumptions about key definitions which will have significant effects on their models without knowing if they will withstand regulatory scrutiny.


Key Topics

  • Hear in-depth case studies of how firms have dealt with the modelling challenges around risk factors and macroeconomic models that IFRS9 necessitates
  • Learn how to validate and backtest the models you have developed in advance of the compliance deadline
  • Understand the role of national and international supervisors in advising on compliance and model approval
  • Obtain practical insight into the governance process being put in place by banks to accompany the model reforms
  • Previous Attendees Include

    • Barclays
    • RBS
    • Metro Bank
    • Unicredit
    • Morgan Stanley
    • Santander
    • Danske Bank
    • Nordea
    • UBS
    • Credit Suisse
    • 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

    Jan-Philipp Hoffmann
    Head of VAR and Pricing Models
    Deutsche Postbank

    Christian Düsterberg
    Head of Risk Methods and Models
    Erste Group

    Tom Dewyspelaere
    Head of Integrated Risk Modelling
    Belfius

    Michael Perrie
    Head of Model Validation
    Investec

    Adrian Docherty
    Global Head of Financial Institutions Advisory
    BNP Paribas

    Simon Hills
    Executive Director, Prudential Capital, Risk and Regulatory Relationships
    BBA

    Andreas Koutras
    Head of Portfolio Risk Management
    FBN Bank

    Mastoure Moussavi
    IFRS 9 Methodology, Senior Manager
    Lloyds Banking

    Click Here For Full Agenda

    Voice of Our Customers
    • “Extremely well presented course – informative and valuable to the whole group.” Nordea Bank
    • ‘Informative, well organised and topical event.’ Allied Irish Banks
    • ‘High level of subjects. Good interaction between speakers and audience.’ Senior Manager, ING
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    Event Contact

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

    Yiota Andreou


    marcus evans (Europe) Ltd
    PO Box 24797
    Cyprus

    Telephone:
    +357 22 849 404
    Fax: +357 22 849 310
    Email: YiotaA@marcusevanscy.com