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3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors

Develop credit risk models under the latest requirements mandated by the IRB and standardised approach

27-28 November 2017
London, United Kingdom

Why You Should Attend

3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors

This marcus evans event will enable banks to discuss the latest updates from the Basel committee and how banks are developing or amending their credit risk models in order to comply with the requirements, as well as looking in detail at both the benefits and the issues with the use of standardised models, and the lessons that can be learned from the ECBs TRIM exercise. The event will also look at how a banks credit risk modelling can be streamlined by looking at IRB models, IFRS9 credit risk modelling and the ICAAP in an integrated approach, in addition to discussing remaining key issues before the deadline for the IFRS9 implementation in January. By discussing the issues in the credit risk modelling area today, individual firms, as well as the industry as a whole, will be able to proceed in the knowledge that everyone is moving forward together.

Regulatory changes are affecting all areas of banking and credit risk modelling is no exception. Whether it be the changes resulting from IFRS9 credit risk modelling or recent updates from the Basel committee regarding internal-ratings-based approach models or the impact of the ICAAP process, there is much change occurring in the field of credit risk modelling.

Key Topics

  • Examine the latest updates surrounding Advanced IRB models and SA, including the capital floor
  • Consider the benefits and issues with using the standardised approach models versus internal models
  • Investigate the relationship between IRB Models, IFRS9 credit risk modelling and the ICAAP
  • Focus on the insights provided by the ECB’s objectives in TRIM for the validation of IRB models
  • Previous Attendees Include

    Alpha Bank
    Bank of Ireland
    BNP Paribas
    Credit Suisse
    Danske Bank
    Metro Bank
    Morgan Stanley
    Nedbank Sydbank
    and many more..

    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 Partners

    Practical Insights From

    Thomas Villadsen
    Economist Regulatory Affairs
    Jyske Bank

    Gottfried Gruber
    Senior Examiner, On-Site Supervision Division
    Austrian National Bank

    Edward Huang
    Head of Risk and Portfolio Analytics
    Shawbrook Bank

    Fergus Gaughran
    Head of Capital and Provisions Models
    UIster Bank

    Ravi Shankar
    Head Portfolio Risk Department
    Banque Saudi Fransi

    Luc Leonard
    Head of Model Validation and Quality Control

    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:

    Yiota Andreou

    marcus evans (Europe) Ltd
    PO Box 24797

    +357 22 849 404
    Fax: +357 22 849 310