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3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors

November 27, 2017 - November 28, 2017

http://www.marcusevans-conferences-paneuropean.com/marcusevans-conferences-event-details.asp?EventID=23827&SectorID=2&utm_source=media%20partner&utm_medium=GBFR%20-%20event%20listing&utm_campaign=CM382%20-%20GBFR#.WXByfYSGPcf

This marcus evans event will enable banks to discuss the latest updates from the Basel committee and how banks are developing or amending their credit risk models in order to comply with the requirements, as well as looking in detail at both the benefits and the issues with the use of standardised models, and the lessons that can be learned from the ECB’s TRIM exercise. The event will also look at how a bank’s credit risk modelling can be streamlined by looking at IRB models, IFRS9 credit risk modelling and the ICAAP in an integrated approach, in addition to discussing remaining key issues before the deadline for the IFRS9 implementation in January. By discussing the issues in the credit risk modelling area today, individual firms, as well as the industry as a whole, will be able to proceed in the knowledge that everyone is moving forward together.

Attending this premier marcus evans conference will enable you to:

  • Examine the latest updates surrounding Advanced IRB models and SA, including the capital floor
  • Consider the benefits and issues with using the standardised approach models versus internal models
  • Investigate the relationship between IRB Models, IFRS9 credit risk modelling and the ICAAP
  • Focus on the insights provided by the ECB’s objectives in TRIM for the validation of IRB models

For more information please visit the event website: https://goo.gl/PSAFvr  or contact Yiota Andreou  at yiotaa@marcusevanscy.com

Why You Should Attend
This marcus evans event will enable banks to discuss the latest updates from the Basel committee and how banks are developing or amending their credit risk models in order to comply with the requirements, as well as looking in detail at both the benefits and the issues with the use of standardised models, and the lessons that can be learned from the ECB’s TRIM exercise. The event will also look at how a bank’s credit risk modelling can be streamlined by looking at IRB models, IFRS9 credit risk modelling and the ICAAP in an integrated approach, in addition to discussing remaining key issues before the deadline for the IFRS9 implementation in January. By discussing the issues in the credit risk modelling area today, individual firms, as well as the industry as a whole, will be able to proceed in the knowledge that everyone is moving forward together.
Regulatory changes are affecting all areas of banking and credit risk modelling is no exception. Whether it be the changes resulting from IFRS9 credit risk modelling or recent updates from the Basel committee regarding internal-ratings-based approach models or the impact of the ICAAP process, there is much change occurring in the field of credit risk modelling.

Key Topics

  • Examine the latest updates surrounding Advanced IRB models and SA, including the capital floor
  • Consider the benefits and issues with using the standardised approach models versus internal models
  • Investigate the relationship between IRB Models, IFRS9 credit risk modelling and the ICAAP
  • Focus on the insights provided by the ECB’s objectives in TRIM for the validation of IRB models

Previous Attendees Include

Alpha Bank

Bank of Ireland

Barclays

BBVA

Belfius

BNP Paribas

Credit Suisse

Danske Bank

Deloitte

HSBC

ING

Landsbankinn

Metro Bank

Morgan Stanley

Nedbank Sydbank

Nordea

Rabobank

RBS

Santander

UBS

Unicredit

and many more..

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.