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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

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

  • • Review credit risk models mandated by IFRS 9 addressing data quality, availability and validation to increase stability and consistency across banks
  • • Fine tune credit risk model parameters using insights from sufficient and realistic forward looking estimates learnt from stress testing and scenario analysis
  • • Learn how banks are advancing credit risk models and increasing accuracy of default probability using machine learning
  • • Include climate risk in the stress testing and scenario analysis of credit risk modelling to determine the impact on loan portfolios
  • • Address developments for definitions of defaults under IFRS 9 and non-performing loans in relation to the impact and management of assets at various stages

  • 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

    David Curtis
    Chief Credit Oficer
    Permanent TSB

    Indra Wilson
    Head of Stress Testing

    Maikel Van Herel
    Head of Credit Risk Modelling

    Luca Ciavoliello
    Principle Supervisor, Supervisory Policy Division
    European Central Bank

    Dr. Archana Gupta
    Head of Credit Model Risk

    Evion Çuko
    Head of Credit Management, International Commercial
    Bank Albania

    Andreas Koutras
    Head of Portfolio Risk Management
    FNB Bank

    Kumbi Chikosa
    Deputy Head of Credit Risk Management
    Union Bank Plc

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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