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

Develop credit risk models under the latest requirements mandated by the IRB and standardised approach

27-28 November 2017
Marriot Marble Arch, London, United Kingdom

Conference Workshop

Fair lending and discrimination

In this workshop we will explore ways to objectively measure and deal with discrimination, and go into some of the most recent research on the subject.

Workshop Moderator: Pedro Fonseca, Head of Research

Company: James


Why You Should Attend

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

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 ECBs TRIM exercise. The event will also look at how a banks 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

  • AXA Bank looks at using IRB models as a risk management tool
  • Ulster Bank gives insights into the ECB’s TRIM inspection process
  • Banco de Portugal discusses the implications of IFRS9 for financial stability
  • Oesterreichische Nationalbank assess the key issues with 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.


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    Event Partners


    Practical Insights From

    Vitor Manuel Branco Oliveira
    Senior Economist, Macroprudential Policy Unit
    Banco de Portugal

    Dorota Siwek
    Policy Expert
    European Banking Authority

    Gottfried Gruber
    Senior Examiner, On-Site Supervision Division
    Oesterreichische Nationalbank

    Thomas Villadsen
    Economist Regulatory Affairs
    Jyske Bank

    Catherine Keane
    Head of Bank and Country Risk
    Bank of Ireland

    Edward Huang
    Head of Risk and Portfolio Analytics
    Shawbrook Bank

    Andreas Koutras
    Head of Portfolio Risk Management
    FBN Bank

    Simon Hills
    Executive Director - Prudential Capital
    UK Finance

    Click Here For Full Agenda

    Voice of Our Customers
    • “‘A great conference on an important and difficult topic.’ Senior Vice President, Bank of Montreal
    • ‘High level of subjects. Good interaction between speakers and audience.’ Senior Manager, ING
    • ‘Good speakers, great topic…Definitely useful for my practice.’ Senior Risk Manager, SNS Reaal
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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
    Cyprus

    Telephone:
    +357 22 849 404
    Fax: +357 22 849 310
    Email: YiotaA@marcusevanscy.com