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