8th Annual Advancing Credit Risk Modelling for IFRS 9
16-18 September 2020
London, United Kingdom
Live Stream and On – Demand
Since its initial go-live date, the effects of IFRS 9 upon the banking industry have been substantial – particularly so within credit risk modelling. Since initial implementation, a number of issues have been identified with credit risk modelling under the standard. Whilst credit risk models continue to evolve and develop alongside these issues, challenges still remain, alongside related difficulties in the management and provisioning of loans. Whilst there are lingering concerns regarding the increased complication caused by the model, and the lack of data, refinement remains a focus, refinement of models remains a focus. With the increased role of model validation, alongside the application of higher quality data and previous results informing the development of new and more effective credit risk models. Whilst many of the existing issues remain, and will require further work to remedy entirely, there are areas where the industry is looking ahead. The work being done in applications of AI and machine learning, and the introduction of climate risk into credit risk modelling offer two of the most exciting new prospects with the field – offering new ways to manage and produce credit risk models.
With this is mind, this marcus evans conference will focus upon the refinement of credit risk models, necessitating IFRS9 with feedback from data, validation and audit insights, as well as AI.
Can’t physically attend this conference? Don’t worry whilst your ability to travel may have been restricted we know your appetite for key business insights remains; our Live+ digital platform has you covered. Take advantage of our online live stream of the event, enabling you to attend all event presentations remotely; engage with speakers, take part in polling and benefit from the Q&A. In additional all presentations will be available on-demand, hosted on our digital platform for your to re-visit and continue to access for up to 6 months post event. Your content, your way.
Attending this conference will enable you to:
- Review credit risk models mandated by IFRS 9 addressing data quality, availability and validation to increase robustness during stress from COVID-19
- Fine credit risk model parameters using results from COVID-19 to better understand loan portfolio under stress
- Learn how banks are advancing credit risk models and increasing accuracy of default probability using machine learning
- Include climate risk in the stress testing and scenario analysis of credit risk modelling to determine the impact on loan portfolios
- Address national definitions of defaults for IFRS 9 under stress and how this impacts the provisioning of assets at various stages
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