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

  • Jun 2020
  • Frankfurt, Germany

Description

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

Past Events

Important

Please, check "Annual Credit Risk Modelling, Validation & Stress Testing" official website for possible changes, before making any traveling arrangements

Event Categories

Business: Finance, Risk Management
Services: Banking

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