• June
  • 13
  • 2019

2nd Annual Credit Risk Modelling, Validation & Stress Testing

Start:13/June/2019 @ 8:30
End:14/June/2019 @ 16:30

event starts in

location

Frankfurt, Germany

venue

speakers

you need help with anything?

For any inquiries contact us directly at ask@tbmgroup.eu

 

TBM has prepared for you our 2nd Annual Conference which will enable you to discuss the most crucial updates within credit risk modelling, validation and stress testing, with the aim to treat these interlinked areas together to offer a comprehensive understanding on how are they all considerably affected by the new regulatory trends.

The conference will cover the latest Basel III reform and new Guidelines on PD and LGD estimation with the main focus on how are banks developing and amending their processes within credit risk modelling in order to comply with the new regulatory standards. Also banks will have an opportunity to share their views in the discussion with representatives from regulatory bodies such as EBA.

The event will also have a look at how banks function with already implemented IFRS9 accounting standard and will review main post-implementation challenges within the most crucial areas of credit risk modelling.

Except of the tighter regulatory control and its impact on credit risk models, this event offers a chance to discuss impact of technological progress on modelling, validation and stress testing of credit risk.

Thus, TBM conference will be focusing on a broad range of current topics within the critical areas of credit risk modelling, validation and stress testing such as:  

  • Future of IRB models: Discussing EBA’s finalised roadmap
  • EBA Guidelines on estimation of risk parameters under IRB Approach
  • In-depth focus on new EBA’s New Definition of Default Requirements
  • IFRS 9 and the question of volatility in P&L figures
  • Rethinking credit risk models: Example of the use of machine learning
  • Periodic review of IFRS 9 for credit risk modelling

Additional Information

TBM Ticket Variations

(Corporate Counsel) Conference + Online Documentation 1499 Euro, (End Users) Conference + Online Documentation – 2499 Euro, (End Users) Conference + Online Documentation – 2799 USD, (End Users) Conference + Online Documentation 1499 Euro, (End Users) Conference + Online Documentation 1999 EUR, (End Users) Conference + Online Documentation 2499, (End Users) Conferene + Online Documentation 2999 USD, (Law Practice) Conference + Online Documentation 2499, (Law Practice) Conference + Online Documentation 2499 Euro, (Solution Providers) Conference + Online Documentation – 2999 Euro, (Solution Providers) Conference + Online Documentation – 3299 USD, (Solution Providers) Conference + Online Documentation 3499, (Solution Providers) Conference + Online Documentation 3499 Euro, (Solution Providers) Conference + Online documentation 3499 USD, Corporate Counsel – EUR1499, Documentation package – 999 USD, Documentation package – 999 USD, Law Practice – EUR2499, Online Documentation Only – 899 Euro, Online Documentation Only 1045 USD, Online Documentation Only 499, Solution Providers – EUR2999, (End Users) Conference + Online Documentation, (Solution Providers) Conference + Online Documentation, Online Documentation Only

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