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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Comprehensive Credit Risk Modelling Masterclass with special focus on IFRS 9, TRIM and Basel IV developments

A comprehensive 2-day course, bridging the gap between IFRS 9, regulatory and economic credit risk modelling.

23-24 Sep 2019
Hilton Vienna Plaza, Vienna, Austria

Why You Should Attend

Comprehensive Credit Risk Modelling Masterclass with special focus on IFRS 9, TRIM and Basel IV developments

About the course:

Credit risk modeling techniques have advanced over the last decade in light of regulatory change - new and fundamental changes are just around the corner. IFRS 9 goes live is 2018, and new Basel III amendments (“Basel IV”) are putting additional pressure on banks to enhance credit risk management and modelling. In this context, existing modelling frameworks need to be reviewed and streamlined to achieve various objectives.

This comprehensive and practical 2-day training will give participants a broad overview of various credit risk modelling techniques and applications, while going into details regarding IFRS 9 and Basel III/IV, providing extensive examples and case studies. At the end of this intensive 2-day course, participants will be equipped with ready-to-use frameworks for application in various areas of credit risk modelling.

About your expert trainer:

As Managing Partner of Value3 Advisory, Christoph is advising clients in the financial services sector from strategy to implementation with regard to risk management, regulation and modelling. Value3 is a boutique advisory company specializing in risk advisory, research & modelling and FinTech product engineering. Christoph’s experience is built on a diverse range of assignments covering advisory projects, statutory audits, as well as working as a Senior Quantitative Risk Manager.

In the past Christoph spearheaded projects helping global leading banks to stay ahead of the curve in a challenging environment. Amongst others, he has supported his clients in IRB and IFRS 9 credit risk model implementation, set-up of risk management frameworks, capital allocation, collateral management and the implementation of large trading books.

Additionally to his deep industry expertise, Christoph possesses rich experience as masterclass trainer and conference speaker. He serves as member of the Global CFA Education Advisory Board Working Body, is founding member of the International RegTech Association and member of the Global Association of Risk Professionals and the Swiss Risk Association.

Christoph is a CFA Charterholder, and earned his MBA with major in Finance from one of the global leading business schools in Dubai and Singapore. Furthermore, he holds a Masters in Financial Mathematics, and a Bachelor in Statistics.

Pre-course questionnaire:

A detailed questionnaire will be sent to all course participants to establish exactly where the group training needs lie. The completed forms will be analysed by the course leader/trainer and followed by telephone if further clarification is required. As a result we can guarantee that the course is pitched at exactly the right level and that the issues that you regard as relevant are addressed. The course material will reflect these issues and will enable you to digest the subject matter after the event in your own time.

Who should attend?

Solid credit risk management and modelling continues to be the back bone for long-term success in the banking sector. Respectively, this course is well suited for professionals working in one of the following or related areas, in order to be prepared to keep up with the challenges around the corner:

Credit Risk Modelling


Model Development and Validation

Quantitative Analysis

Enterprise-Wide Risk Management

Risk / Finance IT Delivery

Internal and External Audit

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.

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Event Contact

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

Kamelia Simeonova

101 Finsbury Pavement, London, EC2A 1RS

0044 203 002 3172
Email: kamelias@marcusevansuk.com