Global Financial Markets Intelligence

Global Financial Markets Intelligence

Credit Risk Modelling for IFRS 9

Tackling practical and methodological challenges for impairment modelling.

23-25 May 2016
Pan Pacific Hotel, Singapore


Why You Should Attend

Credit Risk Modelling for IFRS 9

IFRS 9 fundamentally changes the way banks develop and use some of their credit risk models and the industry is currently running up against numerous methodological and practical issues in the preparation for compliance. Besides that, credit risk modelling is changing and the relationship between Basel and IFRS 9 going forward, which makes for a challenging and uncertain industry environment.

This GFMI conference will give delegates practical demonstrations of how industry leaders are developing and implementing the models required for IFRS 9. Detailed case studies will demonstrate the most effective ways of tackling some of the practical issues around implementation such as setting up and running IFRS 9 projects, stakeholder management between the risk and finance functions, and determining the approach to take to your models. Attendees will also learn how their peers are defining some of the key terms and parameters around IFRS 9, ensuring they are on the same page as other key players when it comes to the three bucket approach and lifetime expected loss. In-depth presentations will show how major banks have been able to embed macroeconomic overlays in their models and master point in time modelling, giving delegates valuable guidance on how to approach these mathematically tricky concepts. Backtesting and validation strategies will also be demonstrated by industry leaders, allowing banks to prepare themselves for these challenges and understand what lies ahead for the industry.


Key Topics

  • Determine what your approach to credit risk modelling should look like under IFRS 9
  • Get practical examples of how forward looking and point in time methodologies should look
  • Validate and backtest your IFRS 9 models effectively and overcome the data issues involved
  • Hear the latest updates on regulation and future challenges
  • Previous Attendees Include

    Investec
    Bank of Montreal
    OCBC
    Santander
    Scotiabank
    Deloitte
    Parker Fitzgerald
    Jaywing
    Monocle SolutionsABN Amro
    ANZ
    Bangkok Bank
    Bank Islam Brunei Darussalam
    Bank of America
    Bank of Tokyo Mitsubishi
    CIMB
    Citi
    DBS
    HDFC
    HSBC
    ING
    JP Morgan
    KPMG
    Macquarie
    Maybank
    Mizuho
    NAB


    Why Choose GFMI 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.


    Event Sponsors
    Gold Sponsor
    Fair Isaac (ASPAC) Pte Ltd (FICO)
    Visit website >>
    Gold Sponsor
    Moody’s Analytics Hong Kong Limited
    Visit website >>


    Event Partners


    Practical Insights From

    John Roumeliotis
    Head of Credit Risk Model Development
    National Australia Bank

    Christian Duesterberg
    Head of Risk Methods and Models
    Erste Group Bank AG

    Parmod Garg
    Head of Credit Risk
    British Business Bank

    Debayan Banerjee
    Assistant VP IFRS 9
    Barclays

    James O'Donnell
    Acting Head of Credit Risk Analytics, Stress Testing & Capital
    Westpac Group

    Sandeep Maheshwari
    Executive Director, Group Portfolio Analytics
    DBS Bank

    Dr. Simon Goo
    Head of Risk Analytics, Risk Management
    UOB

    Valli Suppramaniam
    Senior Vice President Credit Provisioning, Group Risk Management
    Ambank

    Click Here For Full Agenda

    Voice of Our Customers
    • “Comprehensive and well structured programme with an open and engaging style of presentation.” - Investec
    • “A great conference on an important and difficult topic” - Bank of Montreal
    • “I found the conference to be one of the most useful I have attended so it was well worth the effort.” - Santander
    • “High level expertise, very well organised, very worth the time attending" - OCBC
    • “Very good event. Bringing a very impressive group of experts” - Scotiabank
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    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Sharon Chew


    marcus evans Kuala Lumpur , Suite A-20-1, Level 20
    Hampshire Place Office, 157 Hampshire, 1, Jalan Mayang Sari
    50450 Kuala Lumpur , Malaysia

    Telephone:
    +603 2723 6757
    Fax: +603 2723 6699
    Email: SharonC@marcusevanskl.com