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8th Annual Advancing Credit Risk Modelling for IFRS 9

Refine IFRS 9 credit risk models with feedback from data, validation and audit insights, as well as AI

27-29 May 2020
London, United Kingdom


Why You Should Attend

8th Annual Advancing Credit Risk Modelling for IFRS 9

Can’t physically attend this conference? Take advantage of our online live stream of the event, enabling you to attend all event presentations remotely or on-demand at a time that suits you.                                                                                                           

In addition to the live stream, all presentations and additional event content will be available on demand post event through our digital platform for you to revisit over the next 6 months.

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.


Key Topics

  • Rabobank show how to recalibrate credit risk models with feedback from previous results: The links between validation and data
  • Permanent TSB address the importance of continually evolving credit risk models
  • Discover Financial Services practical assessment of the benefits of machine learning in credit risk modelling
  • Axa Bank Europe manage stage transitions and PD under IFRS 9
  • Previous Attendees Include

    • Accenture SPA
    • BNP Paribas
    • Caixa Bank
    • Credit Agricole CIB
    • Credit Suisse
    • Danske Bank
    • De Nederlandsche Bank N.V.
    • Deutsche Bank
    • DNB
    • European Central Bank
    • European Investment Bank
    • Falcon Money Management LLP
    • ING
    • Intesa SanPaolo
    • JP. Morgan
    • Jyske Bank A/S
    • Lloyds Banking Group
    • Mizuho
    • Murex International Luxembourg
    • Nordea
    • Norges Bank Investment Management
    • Nykredit
    • Prudential Regulation Authority
    • Royal Bank of Scotland
    • Santander UK PLC
    • SEB
    • 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

    Gregoire Babin
    Executive Director – Wholesale Credit Analytics & Solutions
    JP Morgan

    Xun Su Asklund
    Chief Credit Risk Analyst, Leading IFRS 9 Modelling
    Nordea

    Maikel Van Herel
    Head of Credit Risk Modelling
    Rabobank

    Mahmoud Fateh
    Economist
    Bank of England

    Laurent Van Malderen
    Retail Credit Risk Management
    Axa Bank Europe

    Louis Brown
    Head of Credit Risk Modelling
    Investec

    Aaron Hanly
    Head of Impairment and MI
    Permanent TSB

    Senem Severcan
    Former Credit Risk Analysis Supervisor
    Garanti Bank

    Click Here For Full Agenda

    Voice of Our Customers
    • “A very comprehensive insight into IFRS 9 modelling” Erste Group Bank
    • “Very good. Excellent standard of speakers and highly relevant. Both broad and deep, theoretical and practical.” Investec
    • “Valuable variety of geographies and speakers, good networking opportunities” SEB
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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