3rd Annual Credit Risk Modelling, Validation & Stress Testing 2020

  • June 2020 (Not Final)
  • Frankfurt, Germany

The 3rd Annual Credit Risk Modelling, Validation & Stress Testing 2020 is dedicated to how are banks amending their processes within credit risk modelling in order to comply with the new regulations.

The 3rd Annual Credit Risk Modelling, Validation & Stress Testing 2020 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

The 3rd Annual Credit Risk Modelling, Validation & Stress Testing 2020 might be held in Frankfurt, Germany in June 2020 (Not Final).

Venue

Frankfurt,
Germany
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Booking.com
2499 Euro
TBM Evolution Group
Rentalcars Savings

Past and Future Events

  • 3rd Annual Credit Risk Modelling, Validation & Stress Testing 2020 - Jun 2020, Frankfurt, Germany (84526)
  • 2nd Annual Credit Risk Modelling, Validation & Stress Testing 2019 - 13-14 Jun 2019, Frankfurt, Germany (84525)

Important

Please, check the official conference website for possible changes, before you make any traveling arrangements

Prices are for evaluation only.

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