3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors 2018

3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors 2018 is a conference dedicated to understand the latest regulatory developments impacting IRB models, including the Standardised Approach for Credit Risk.

Key Topics

• The impact risk and capital floors will have on the modelling environment
• Updates to regulation concerning Fundamental and Advanced IRB models and the SA
• Optimise current models to significantly reduce capital requirements
• Critical insight into how other banks are choosing to engage with the requirements on internal models
• Key principles in managing the complexity required by the impact of the IFRS9 on Credit Risk

Who should Attend

Resonsible for:

• IRB Modelling
• Head of Credit Risk Modelling
• CRO
• Wholesale/ Retail Credit Risk Modelling
• Model Stress Testing
• Model Validation
• Risk Modelling
• Chief Analyst