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7th Annual Advanced Credit Risk Modelling Under IFRS 9

Confront self assessment of credit risk modeling under IFRS 9 through validation, audit, and data insights

26-28 June 2019
Renaissance Wien Hotel, Vienna, Austria

Why You Should Attend

7th Annual Advanced Credit Risk Modelling Under IFRS 9

At the beginning of 2018, banks went live with the credit risk models which are currently feeding IFRS 9 figures. By this point, the initial models and methodologies for calculating the expected credit loss on credit products and the guidelines for building this methodology are well understood. But while banks have built the models that IFRS 9 necessitated, the bulk of actionable insights regarding credit risk models under IFRS 9 are to be gained now. IFRS 9 models are endlessly running and supplying new information on risk and performance, which banks must be ready to take advantage of. This year banks are looking to optimise the data they are gaining from their models, stress tests, and audits in order to lend their models greater stability and robustness, thus better managing IFRS 9 volatility. With this in mind, this marcus evans conference will deep dive into how banks are advancing credit risk models under IFRS 9 by confronting self assessment through validation, audit and data insights.

Key Topics

  • Improve stability of credit risk models necessitated by IFRS 9 using insights learnt from audits
  • Fine tune credit risk model parameters using data gained through stress testing of forward looking scenarios
  • Address how developments of default definitions under IFRS 9 will impact staging transfer logic
  • Increase accuracy of measuring default probability in credit risk with machine learning
  • Discover the best treatment for the modelling and management of non-performing loans
  • 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 Partners

    Practical Insights From

    Elena Minduksheva
    Deputy CFO
    International Investment Bank

    Luca Ciavoliello
    Principle Supervisor, Supervisory
    European Central Bank

    Evion Çuko
    Head of Credit Management
    Internation Commercial Bank Albania

    Indra Wilson
    Head of Stress Testing

    Ying Hu
    Head of Risk Analytics

    Oliver Blümke
    Risk Methods and Analytics
    Raiffeisen Bank International AG

    David Curtis
    Chief Credit Oficer
    Permanent TSB

    Andreas Koutras
    Head of Portfolio Risk Management
    FNB Bank

    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:

    Alexia Mavronicola

    marcus evans Cyprus
    9 Dimostheni Severi Str.
    Nicosia, 1080

    +357 22 849 425
    Fax: +357 22 849 394