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Global Financial Markets Intelligence

Global Financial Markets Intelligence

8th Annual Advancing Credit Risk Modelling for IFRS 9

Review and refine IFRS 9 credit risk models in light of data, validation and scenario analysis of the macroeconomic effects of COVID 19

21-23 Oct 2020
Amsterdam, Netherlands

Conference Workshop

Workshop Title: Machine learning in credit risk modelling
This workshop will offer practical examples of how machine learning tools are being used for credit risk modelling.
Workshop Moderator: Valentin Nordstroem, Founder and Director
Company: Nordstroem Consulting


Why You Should Attend

8th Annual Advancing Credit Risk Modelling for IFRS 9

Since its initial go-live date, the effects of IFRS 9 upon the banking industry have been substantial – particularly so within credit risk modelling. Since initial implementation, a number of issues have been identified with credit risk modelling under the standard. Whilst credit risk models continue to evolve and develop alongside these issues, challenges still remain, alongside related difficulties in the management and provisioning of loans. Whilst there are lingering concerns regarding the increased complication caused by the model, and the lack of data, refinement remains a focus, refinement of models remains a focus. With the increased role of model validation, alongside the application of higher quality data and previous results informing the development of new and more effective credit risk models. Whilst many of the existing issues remain, and will require further work to remedy entirely, there are areas where the industry is looking ahead. The work being done in applications of AI and machine learning, and the introduction of climate risk into credit risk modelling offer two of the most exciting new prospects with the field – offering new ways to manage and produce credit risk models.

With this is mind, this marcus evans conference will focus upon the refinement of credit risk models, necessitating IFRS9 with feedback from data, validation and audit insights, as well as AI.

Your safety is our top priority. Click HERE to find out how we are ensuring our events are a safe place to be.

Can’t physically attend this conference?

Don’t worry we have you covered! If your ability to travel is restricted we know your appetite for key business insights remains so our Live+ digital platform enables you to fully participate in the event remotely. Of course it provides access to live online streams of all session, but much more than that, it ensures you are able to engage with speakers directly allowing you to participate in Q&A, relevant breakout groups as well as event polling and other insights and resources delivered during the event. We realise interacting with other delegates is key to your event experience, so our innovate online solution allows you to set up online meetings with other virtual and physical attendees throughout the event; ensuring you still walk away with those key contacts that can make a tangible difference to you and your business. The platform will continue to host all event content on-demand for you to re-visit and continue to access for up to 6 months post event.

Your content. Your way.


Key Topics

  • Examine the performance of credit risk models in the context of changing macroeconomic conditions throughout COVID-19
  • Increase the ability for credit risk models mandated by IFRS 9 to perform throughout COVID-19 by addressing data quality, availability and validation
  • Fine tune credit risk model parameters with macroeconomic effects of COVID 19 using post model adjustment and forward looking
  • Address national definitions of defaults for IFRS 9 throughout COVID-19 and how this impacts the provisioning of assets at various stages
  • Learn how banks are improving credit risk models’ ability to respond to changing market conditions using machine learning
  • Previous Attendees Include

    • Accenture SPA
    • BNP Paribas
    • Caixa Bank
    • Credit Agricole CIB
    • Credit Suisse
    • Danske Bank
    • De Nederlandsche Bank N.V.
    • Deutsche Bank
    • DNB
    • European Central Bank
    • European Investment Bank
    • Falcon Money Management LLP
    • ING
    • Intesa SanPaolo
    • JP. Morgan
    • Jyske Bank A/S
    • Lloyds Banking Group
    • Mizuho
    • Murex International Luxembourg
    • Nordea
    • Norges Bank Investment Management
    • Nykredit
    • Prudential Regulation Authority
    • Royal Bank of Scotland
    • Santander UK PLC
    • SEB
    • UniCredit


    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 Partners


    Practical Insights From

    Gregoire Babin
    Executive Director – Wholesale Credit Analytics & Solutions
    JP Morgan

    Xun Su Asklund
    Chief Credit Risk Analyst, Leading IFRS 9 Modelling
    Nordea

    Maikel Van Herel
    Head of Credit Risk Modelling
    Rabobank

    Mahmoud Fatouh
    Economist
    Bank of England

    Laurent Van Malderen
    Retail Credit Risk Management
    Axa Bank Europe

    Louis Brown
    Head of Credit Risk Modelling
    Investec

    Aaron Hanly
    Head of Impairment and MI
    Permanent TSB

    Senem Severcan
    Former Credit Risk Analysis Supervisor
    Garanti Bank

    Click Here For Full Agenda

    Voice of Our Customers
    • “A very comprehensive insight into IFRS 9 modelling” Erste Group Bank
    • “Very good. Excellent standard of speakers and highly relevant. Both broad and deep, theoretical and practical.” Investec
    • “Valuable variety of geographies and speakers, good networking opportunities” SEB
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    Event Contact

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

    Yiota Andreou


    marcus evans (Europe) Ltd
    PO Box 24797
    Cyprus

    Telephone:
    +357 22 849 404
    Fax: +357 22 849 310
    Email: YiotaA@marcusevanscy.com