The 3rd Annual Credit Risk Modelling, Validation & Stress Testing 2020 is dedicated to how are banks amending their processes within credit risk modelling in order to comply with the new regulations.
Topics
EBA Guidelines on estimation of risk parameters under IRB Approach
Future of IRB models: Discussing EBA’s finalised roadmap
IFRS 9 and the question of volatility in P&L figures
In-depth focus on new EBA’s New Definition of Default Requirements
Periodic review of IFRS 9 for credit risk modelling
Rethinking credit risk models: Example of the use of machine learning
Please, check "Annual Credit Risk Modelling, Validation & Stress Testing" official website for possible changes, before making any traveling arrangements
