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6th Edition Credit Risk Modelling and Management under IFRS9

Benchmarking industry standards to validate IFRS9 models and move towards business as usual in the post-implementation period

26-27 June 2018
CCT Venues Plus-Bank Street, Canary Wharf, London, United Kingdom

Conference Workshop

Development of macroeconomic forecasts to ensure accuracy of IFRS9 calculations

The workshop will look at how banks are stress testing their credit risk models against economic shock scenarios, thus linking this to PD movements understanding the impact this will have on loan portfolio.

Workshop Moderator: Dr Lawrence Haar, Associate Professor of Banking & Finance

Company: Department of accounting and Finance, Lincoln International Business School

Why You Should Attend

6th Edition Credit Risk Modelling and Management under IFRS9

This marcus evans conference will enable you to overcome the immediate post-implementation issues of IFRS9. You will learn how to best validate models and key strategies to effectively source and manage the data for IFRS9 calculation.  Furthermore, you will hear more about what is expected from the regulators and the auditors, and how their feedback can be incorporated to existing models. Finally, you will hear from industry experts how to move forward post-implementation to incorporate IFRS9 into business as usual processes.

Although there is a sense of relief after years of preparation for IFRS9, institutions are still struggling with post-implementation challenges, while waiting for regulators’ and auditors’ feedback. Despite the fact that banks have all developed their own internal models and methodologies for the expected credit loss calculation, the creation of viable and accurate models is still a major challenge for the industry. Data management is another major area of concern, with everyone focused on finalizing the modeling and calculation, the data aggregation requirements have been largely ignored and, following the initial implementation, needs to be addressed, to ensure efficient calculations for IFRS9. Validation and stress testing under IFRS9 have posed a number of difficulties, and there are still many questions to be answered here. Finally, financial institutions want to understand how to optimise capital and provisions in light of IFRS9, to ensure they have enough resources allocated to effectively manage credit risk.

Key Topics

  • Volksbank Wien examine the current state post IFRS9 implementation
  • UBS address current validation issues in order to create more accurate models
  • Citi review the practical challenges for modelling under IFRS9
  • Clydesdale Bank highlight how to backtest and validate insights for IFRS9 models
  • Austrian Financial Markets Authority assess the interaction between Basel IV requirements and IFRS9 and its implication on banks’ P&L account and credit loss provisions
  • Previous Attendees Include

    • AlphaBank
    • BankofIreland
    • Barclays
    • BBVA
    • Belfius
    • BNPParibas
    • CreditSuisse
    • DanskeBank
    • Deloitte
    • HSBC
    • ING
    • Landsbankinn
    • MetroBank
    • MorganStanley
    • NedbankSydbank
    • Nordea
    • Rabobank
    • RBS
    • Santander
    • UBS
    • Unicredit

    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
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    Event Partners

    Practical Insights From

    David Gruenberger
    Head of Financial Reporting Enforcement, IFRS9 Specialist
    Austrian Financial Markets Authority

    Christian Duesterberg
    Senior Advisor, Enterprise Risk
    Erste Group

    G˙orgy Inzelt
    Head of Division
    Magyar Nemzeti Bank

    Andreas Koutras
    Head of Portfolio Risk Management
    FBN Bank

    Tanveer Bhatti
    Board Member
    Rutgers Business School

    David Curtis
    Chief Credit Officer
    Permanent TSB

    Slava Obraztsov
    Global Head of Model Validation

    Adam Ziarkiewicz
    Director of Credit Portfolio Management Department
    Bank Pocztowy

    Click Here For Full Agenda

    Voice of Our Customers
    • “I really enjoyed the time spent here. Speakers were great professionals and there was basically no weak spot…big thanks to the whole Marcus Evans team for making this possible.” Erste Group IT
    • “Well organised event. There were some excellent speakers with a lot of detail and technical experience & knowledge.” AIB
    • “Extremely well presented course; informative and valuable to the whole group.” Nordea Bank
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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