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3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors
Develop credit risk models under the latest requirements mandated by the IRB and standardised approach
27-28 November 2017
Marriot Marble Arch, London, United Kingdom
- Conference Workshop
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Fair lending and discrimination
In this workshop we will explore ways to objectively measure and deal with discrimination, and go into some of the most recent research on the subject.
Workshop Moderator: Pedro Fonseca, Head of Research
Company: James
- Why You Should Attend
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3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors
This marcus evans event will enable banks to discuss the latest updates from the Basel committee and how banks are developing or amending their credit risk models in order to comply with the requirements, as well as looking in detail at both the benefits and the issues with the use of standardised models, and the lessons that can be learned from the ECB’s TRIM exercise. The event will also look at how a bank’s credit risk modelling can be streamlined by looking at IRB models, IFRS9 credit risk modelling and the ICAAP in an integrated approach, in addition to discussing remaining key issues before the deadline for the IFRS9 implementation in January. By discussing the issues in the credit risk modelling area today, individual firms, as well as the industry as a whole, will be able to proceed in the knowledge that everyone is moving forward together.
Regulatory changes are affecting all areas of banking and credit risk modelling is no exception. Whether it be the changes resulting from IFRS9 credit risk modelling or recent updates from the Basel committee regarding internal-ratings-based approach models or the impact of the ICAAP process, there is much change occurring in the field of credit risk modelling.
- Key Topics
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- AXA Bank looks at using IRB models as a risk management tool
- Ulster Bank gives insights into the ECB’s TRIM inspection process
- Banco de Portugal discusses the implications of IFRS9 for financial stability
- Oesterreichische Nationalbank assess the key issues with IRB models
- Previous Attendees Include
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Alpha Bank
Bank of Ireland
Barclays
BBVA
Belfius
BNP Paribas
Credit Suisse
Danske Bank
Deloitte
HSBC
ING
Landsbankinn
Metro Bank
Morgan Stanley
Nedbank Sydbank
Nordea
Rabobank
RBS
Santander
UBS
Unicredit
and many more..
- Why Choose marcus evans?
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marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.
Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.
- Event Sponsors
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- Practical Insights From
- Click Here For Full Agenda
- Voice of Our Customers
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- “‘A great conference on an important and difficult topic.’ Senior Vice President, Bank of Montreal
- ‘High level of subjects. Good interaction between speakers and audience.’ Senior Manager, ING
- ‘Good speakers, great topic…Definitely useful for my practice.’ Senior Risk Manager, SNS Reaal
- Latest Conference News & Resources
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- The future of IRB models and the standardised approach.-Interview with Danske Bank
- How can IRB models be best developed for low default portfolios?-Interview with Gottfried Gruber, Senior Examiner, On-Site Supervision Division from Oesterreichische Nationalbank
- The benefits of using IRB models as a risk management tool-Interview with Pieter Desmedt, Head of Retail Credit Risk, AXA Bank Belgium
- The role of IRB models under the new regulation-Interview with Jyske Bank
- How will risk floors impact the capital requirements?-Interview with Nationale-Nederlanden
- Join the Discussion
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- Event Contact
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For all enquiries regarding speaking, sponsoring and attending this conference contact:
Yiota Andreou
marcus evans (Europe) Ltd
PO Box 24797
Cyprus
Telephone: +357 22 849 404
Fax: +357 22 849 310
Email: YiotaA@marcusevanscy.com