11th Annual Credit Risk Management, Modelling, and Validation
September 18 @ 8:00 am - September 20 @ 5:00 pm
Date: 18 – 20 September 2024 | Amsterdam, Netherlands
The marcus evans 11th Annual Credit Risk Management, Modelling and Validation conference taking place in Amsterdam, Netherlands on 18-20 September, 2024 will help to evaluate optimal strategies for modelling credit risks and keep pace with evolving regulation and the macroeconomic environment. In addition, firms can become more competitive with the incorporation of machine learning technologies in terms of having robust models and validation processes. Furthermore, there is a strong emphasis on climate risk and ESG factors being a top priority for credit risk experts, such as the encompassing transition, physical, and geopolitical risks that have large impacts on credit portfolios.
- Unravel the evolving intricacies of Basel III and Basel IV regulations by understanding key areas of change.
- Implement Margin of Conservatism (MOC) framework to address regulatory requirements of EBA/GL/2017/161 for IRB credit risk models.
- Incorporate climate risk considerations to address climate related vulnerabilities and opportunities.
- Explore the concept of a hybrid approach to credit risk modelling, combining traditional statistical techniques with AI techniques.
- Understand key macroeconomic indicators and their influence on credit portfolios.
- Discuss the importance of scenario-based stress testing to enable proactive capital planning in a dynamic environment.
- Katarina Ocokoljic, Head of Model Risk, Natwest
- Alexandre Petrov, Head of Group Credit Risk Corporate and IRB Models, Nordea
- Roos Janssen, Regulatory change expert, ABN AMRO
- Gunes Sari, Methodology Stream Lead for IFRS-9 and Stress Test Models, Rabobank
- Sandipan Ray, Head of Asset and Advanced Analytics, ICICI Bank
- Imran Syed, Head of Contingent (Counterparty) Market Risk Scenario Analysis, UBS
Special discount available for ERMA members! For more information please contact:
Ria Kiayia,
Senior Digital Media and PR Marketing Executive
