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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 Nov 2017
Marriot Marble Arch, London, United Kingdom
- Refer a Colleague
- Conference Speakers
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Vitor Manuel Branco Oliveira
Senior Economist, Macroprudential Policy Unit
Banco de Portugal
Dorota Siwek
Policy Expert
European Banking Authority
Gottfried Gruber
Senior Examiner, On-Site Supervision Division
Oesterreichische Nationalbank
Thomas Villadsen
Economist – Regulatory Affairs
Jyske Bank
Catherine Keane
Head of Bank and Country Risk
Bank of Ireland
Edward Huang
Head of Risk and Portfolio Analytics
Shawbrook Bank
Andreas Koutras
Head of Portfolio Risk Management
FBN Bank
Simon Hills
Executive Director - Prudential Capital
UK Finance
- Latest Conference news
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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
- The future of IRB models and the standardised approach.-Interview with Danske Bank
- Venue map
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- General Enquiries
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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
- Conference Quote
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Develop credit risk models under the latest requirements mandated by the IRB and standardised approach