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Global Financial Markets Intelligence

Global Financial Markets Intelligence

Credit Risk Modelling: IFRS 9, Stress Testing, and Alternative Data

Link IFRS 9 models with stress testing post-implementation and leverage non-traditional data sources for credit risk models

14-16 May 2018
Singapore , Singapore


Why You Should Attend

Credit Risk Modelling: IFRS 9, Stress Testing, and Alternative Data

After spending huge amounts of resources in implementing IFRS 9, banks now find themselves having to grapple with post-implementation IFRS 9 challenges including validation and modelling complexities. There is an undeniable link between credit risk models and stress testing, and banks have to figure out how to optimise this relationship. What is still unclear is the use of macroeconomic scenarios, which are proving problematic, considering the lack of standardisation across the industry. Banks are finding it challenging to make meaningful comparisons in their results due to this lack of standardisation. Compounding this issue is the poor data facility in the APAC region, with a lack of historical data and poor data storage. Overcoming the data challenge is going to be crucial if banks are to come up with accurate models that are fully compliant. With many emerging markets having little financial inclusion, banks face problems in assessing the credit risk of their potential customers, of which looking to social media can help resolve this challenge.

This marcus evans conference will feature relevant case studies from industry leaders on their post-implementation processes and challenges, with a view to model optimisation. Delegates can come together in the panels to discuss crucial areas in credit risk modelling including regulatory guidance and standardisation of macroeconomic scenarios in IFRS 9 and stress testing, as well as non-IFRS 9 credit risk modelling challenges. The conference will allow banks to gain insights on the use of alternative data to aid them in their credit decisioning models in a time when social media is gaining huge traction.


Key Topics

  • Adjust your IFRS 9 models and use your results effectively post-implementation
  • See practical examples of stress testing scenarios in action and leverage the link with IFRS 9
  • Overcome the data challenges in the region such as lack of data and poor data infrastructure
  • Discover examples of innovation in credit risk modelling including use of social media data

  • 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
    Moody's Analytics Hong Kong Limited
    Visit website >>




    Practical Insights From

    Stuart Burns
    Senior Technical Specialist, Model Validation
    Bank of England, UK

    Christian Zuchowski
    Director, Head of Credit Validation
    Deutsche Bank, Germany

    Stephan Wiehler
    Director, Global Head of Client Credit Risk and Credit Scenario Analysis
    Credit Suisse, Switzerland

    Ernst Eichenseher
    Head of Group Credit Risk Modelling
    Unicredit, Italy

    Vishal Kapoor
    Executive Director, Head of Group Finance Audit and Risk Audit
    DBS, Singapore

    Jarrad Hee
    Managing Director, Group Head of Capital and Portfolio Analytics
    Emirates NBD, UAE

    Tey Chun Maw
    Head, IFRS 9 Model Validation
    Maybank, Singapore

    Mushana Mustafa
    Head, Risk Modelling, Group Risk
    Maybank, Malaysia

    Click Here For Full Agenda

    Voice of Our Customers
    • "Comprehensive and well structured programme with an open and engaging style of presentation." -Investec
    • "Useful, actual, practical." -OJSC Bank URALSIB
    • "High level expertise, very well organised, very worth the time attending." -OCBC
    • "The conference was very professionally managed, good follow up from the coordinators." -ANZ
    • "Very, very helpful. Please do it again." -Morgan Stanley
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    Event Contact

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

    Mary-Anne Loui


    Suite A-20-1, Level 20, Hampshire Place Office
    157 Hampshire, 1, Jalan Mayang Sari


    Telephone:
    +60327236757
    Fax: +603 2723 6699
    Email: marya@marcusevanskl.com