2nd Annual Credit Risk Modelling, Validation & Stress Testing 2019

13-14 June 2019
Frankfurt

The 2nd Annual Credit Risk Modelling, Validation & Stress Testing 2019 will be held in Frankfurt, Germany on 13-14 June 2019.

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

Venue

Frankfurt,
Germany
  View all Hotels near Venue
Booking.com
2499 Euro
Rentalcars Savings

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.

Find Similar Events by Category

Services:   Banking