TBM has prepared for you an event 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 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 on what can be learned from ECB’s TRIM exercise or EBA’s EU-wide stress test 2018 or to listen to the insights and views from regulatory bodies.
The event will also 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 for discussion about how is technological progress and rise of new competitors – fintech companies changing almost every aspect of lending and so naturally credit risk too.