- This event has passed.
4th Edition Credit Risk Modelling under IFRS9
November 23, 2016 - November 25, 2016
This marcus evans event will guide financial institutions through revealing key market knowledge of the solutions to the challenges posed by IFRS9 on credit risk models and enable institutions to share positive and dynamic approaches in time for the 2017 practice year.
Expert Speaker Panel Includes:
- Wolfgang Reitgruber, Vice President‑Group Credit Risk Modelling, UniCredit
- Diana Kapsa, Head of Credit Methodology‑Retail, UBS AG
- Rik Van De Weerthof, Head of Credit Risk, Nationale‑Nederlanden
- Louise Lindgren, Chief Risk Officer, Länsförsäkringar Bank
- Why You Should Attend
With the 2018 deadline approaching, 2017 is the practice run for the implementation of IFRS 9. After adapting the Basel models, financial institutions are expected to break the twelve month reporting standard, and now account for a lifetime through point in time modeling whilst acquiring a forward looking approach. The accounting regulation has impacted credit risk modellers as issues arise in the uncertainty surrounding definitions and requirements. The task of validating models has become increasingly detailed as a number of factors now dictate where the main challenge lies. The opacity of the regulation makes differentiations between IFRS9 and the existing Basel models complicated due to the tendency of conservatism also being applied to IFRS9. Moreover, understanding the best ways to embed layers of governance and IFRS9 through having end-to-end calculations of the expected credit losses which is available and accessible to everyone involved in the implementation of the project. The solutions can be found in understanding the best ways to recalibrate systems, include various qualitative and quantitative details as well as understand the requirements of IFRS9 by regulators. This marcus evans event will guide financial institutions through revealing key market knowledge of the solutions to the challenges posed by IFRS9 on credit risk models and enable institutions to share positive and dynamic approaches in time for the 2017 practice year.
- Key Topics
- Manage the impact of discrepancies between Basel and IFRS9 models, plus the impact on capital
- Obtain practical insight into how other firms are dealing with lifetime expected loss modelling
- Learn how to validate and backtest for IFRS9 credit risk model
- Integrate an effective strategy for incorporating stress testing without being too conservative
- Embed appropriate governance and documentation for the model change process
- Previous Attendees Include
- • Barclays
• Metro Bank
• Morgan Stanley
• Danske Bank
• Credit Suisse
• and many more..
• Alpha Bank
• Bank of Ireland
• BNP Paribas
• Nedbank Sydbank
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.