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8th Annual Advancing Credit Risk Modelling for IFRS 9
Review and refine IFRS 9 credit risk models in light of data, validation and scenario analysis of the macroeconomic effects of COVID 19
17-19 February 2021
Online, Live+
- Conference Workshop
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Machine learning in credit risk modelling
This workshop will offer practical examples of how machine learning tools are being used for credit risk modelling.
Workshop Moderator: Valentin Nordstroem, Founder and Director
Company: Nordstroem Consulting
- Conference Workshop
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A focussed look into best practice within monitoring and model risk management for credit risk
This workshop will assess model risk of credit risk modelling by addressing model validation challenges of credit risk models as well as operational risk for credit risk models.
Workshop Moderator: Christian Duesterberg, Risk Management Consultant
Company:Christian Duesterberg Consulting
- Why You Should Attend
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8th Annual Advancing Credit Risk Modelling for IFRS 9
Since its initial go-live date, the effects of IFRS 9 upon the banking industry have been substantial – particularly so within credit risk modelling. Since initial implementation, a number of issues have been identified with credit risk modelling under the standard. Whilst credit risk models continue to evolve and develop alongside these issues, challenges still remain, alongside related difficulties in the management and provisioning of loans. Whilst there are lingering concerns regarding the increased complication caused by the model, and the lack of data, refinement remains a focus, refinement of models remains a focus. With the increased role of model validation, alongside the application of higher quality data and previous results informing the development of new and more effective credit risk models. Whilst many of the existing issues remain, and will require further work to remedy entirely, there are areas where the industry is looking ahead. The work being done in applications of AI and machine learning, and the introduction of climate risk into credit risk modelling offer two of the most exciting new prospects with the field – offering new ways to manage and produce credit risk models.
With this is mind, this marcus evans conference will focus upon the refinement of credit risk models, necessitating IFRS9 with feedback from data, validation and audit insights, as well as AI.
Your safety is our top priority. Click HERE to find out how we are ensuring our events are a safe place to be.
Can’t physically attend this conference?
Don’t worry we have you covered! If your ability to travel is restricted we know your appetite for key business insights remains so our Live+ digital platform enables you to fully participate in the event remotely. Of course it provides access to live online streams of all session, but much more than that, it ensures you are able to engage with speakers directly allowing you to participate in Q&A, relevant breakout groups as well as event polling and other insights and resources delivered during the event. We realise interacting with other delegates is key to your event experience, so our innovate online solution allows you to set up online meetings with other virtual and physical attendees throughout the event; ensuring you still walk away with those key contacts that can make a tangible difference to you and your business. The platform will continue to host all event content on-demand for you to re-visit and continue to access for up to 6 months post event.
Your content. Your way.