14th Annual Credit Risk Management, Modelling and Validation EMEA

Credit risk management is facing increasing pressure from Basel 3.1 and CRR3 regulations across the UK and Europe, alongside growing interest in AI and machine learning. As banks navigate geopolitical and economic volatility, this event will present case studies on optimizing credit risk models to address emerging risks and meet regulatory expectations. Attendees will gain insights into aligning modelling and validation with current model risk guidelines while improving workflows to manage longer approval timelines.