The 2nd Annual Credit Risk Modelling, Validation & Stress Testing 2019 is dedicated to how are banks amending their processes within credit risk modelling in order to comply with the new regulations.
The 2nd Annual Credit Risk Modelling, Validation & Stress Testing 2019 covers topics such as:
- EBA Guidelines on estimation of risk parameters under IRB Approach
- Future of IRB models: Discussing EBA’s finalised roadmap
- IFRS 9 and the question of volatility in P&L figures
- In-depth focus on new EBA’s New Definition of Default Requirements
- Periodic review of IFRS 9 for credit risk modelling
- Rethinking credit risk models: Example of the use of machine learning
