Redefining Risk: Advanced Credit Risk Management, Modelling & Validation 2025

The 8th Annual Advanced Credit Risk Management, Modelling & Validation conference in Singapore arrives as fintech leaders grapple with the convergence of AI-driven assessment and ESG mandates. For professionals in the sector, the event represents a vital opportunity to align credit frameworks with tightening global regulations and a volatile macroeconomic landscape.

What was announced

The 8th Annual Advanced Credit Risk Management, Modelling & Validation conference, scheduled for 30 July to 1 August 2025 in Singapore, serves as a strategic platform for credit risk leaders and regulators to navigate the complexities of model validation and IFRS 9. Central to the agenda is the integration of sustainability into traditional credit frameworks, reflecting a shift toward more holistic risk assessment. The event focuses on how financial institutions can adapt to rising digital expectations and more stringent oversight in an increasingly complex global market.

Key themes include the development of robust model risk management frameworks and the specific intersection of cybersecurity and credit risk. The speaker lineup features high-level executives including Alexandre Petrov, Head of Group Credit Risk Corporate and IRB Models at Nordea; Nishank Srivastava, Managing Director & Global Head of Risk (Wealth Management) at Deutsche Bank; and Amol Padhye, Executive Vice President of Group Risk & Model Validation at HDFC Bank.

Regional regulatory perspectives will be provided by Serge Onde, Director of Banking Supervision at the Central Bank of the UAE, and Dr. Tey Chun Maw, Head of Group Market Risk Model Validation & SG Credit Risk Model Validation at Maybank. The three-day event also includes case studies from regional leaders such as Trust Bank and DBS Bank. A specialized workshop on 1 August, led by Dishell Gokaldas, a Partner at Deloitte in Singapore, will focus on ESG and sustainability. The conference will also cover AI ethics in financial risk management and climate risk modelling. Registration for the event is set to close on July 12, 2025.

"We’re entering a new chapter of credit risk management – where resilience, sustainability, and innovation are no longer optional but foundational. This event brings together the brightest minds to reshape the future of credit risk,"

Derek Conway, CEO of Marcus Evans – APAC.

The companies involved

The conference is organized by Marcus Evans, a global firm specializing in corporate events and professional training, with Derek Conway leading its APAC division. The 2025 summit highlights a significant cross-regional collaboration, bringing together established European institutions and major players from the Middle East and Asia-Pacific. Nordea and Deutsche Bank represent the European banking sector, contributing expertise through Alexandre Petrov, who oversees Group Credit Risk Corporate and IRB Models, and Nishank Srivastava, who manages global risk within the wealth management sector.

The Asian banking landscape is heavily represented by Singapore-based institutions, including Maybank, Trust Bank, and DBS Bank, alongside HDFC Bank from India. These organizations are currently at the forefront of exploring AI ethics and cybersecurity within the credit risk domain. From the Middle East, Emirates NBD and the Central Bank of the UAE provide insights into banking supervision and counterparty risk through the participation of Serge Onde. Deloitte’s Singapore office further bolsters the event’s focus on ESG through its specialized partnership in sustainability led by Dishell Gokaldas. Collectively, these organizations are working to refine model risk management frameworks and integrate climate risk into the core of financial structures, reflecting a global push for more resilient and transparent credit systems.

What this means

The heavy emphasis on AI ethics and ESG integration at this summit suggests that the credit risk sector is moving beyond purely mathematical validation toward a broader socio-economic assessment. As regulators demand more transparency, the industry faces a significant challenge: reconciling the "black box" nature of advanced AI models with the need for explainable risk decisions. Furthermore, the shift toward climate risk modelling indicates that ESG is no longer a peripheral compliance task but a fundamental component of creditworthiness. This transition will likely increase the pressure on legacy risk systems that may not be equipped to handle non-traditional data sets, raising questions about how quickly institutions can modernize without compromising stability.