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5th Annual Credit Risk Modelling under IFRS 9
June 29, 2017 - June 30, 2017
This marcus evans event provides the opportunity to discuss and compare solutions to modelling challenges with other banks before implementation and to benchmark their approaches to validation. The conference will also cover the most up-to-date expectations of supervisors.
Attending this Conference will enable You to:
- Hear in-depth case studies of how firms have dealt with the modelling challenges around risk factors and the macroeconomic models that IFRS 9 necessitates
- Learn how to validate and backtest the models you have developed in advance of the compliance deadline
- Understand the role of national and international supervisors in advising on compliance and model approval
- Obtain practical insight into the governance process being put in place by banks to accompany the model reforms