On the 4th Annual Credit Risk Management Forum the attendees will be presented with a number of sessions on today’s current issues and trends, industry best practices seeking to address common challenges, and knowledge-sharing opportunities. The goal of the conference is to uncover the insights of the most emerging topics.
Our expert speakers will provide an insight into their experiences throughout interesting keynote presentations, case studies, Q&A, networking sessions and interactive panel discussion.
Hot Topics
Event schedule
Day one
08:30 Registration & Networking with Welcome Coffee
08:45 Greeting from the Project Lead & GLC Icebreaker Session
08:55 Opening Remarks from the Chair
09:00 UniCredit Model Roadmap 2018 – 2020: A strategic approach to the implementation of Basel 4 and the EBA/ECB IRB Model requirements
09:40 Digitalization for Credit Risk Management
10:20 Value of Data and Automation in Risk Management
10:45 Tea, Coffee, Networking & Exhibits
11:15 Holistic Stress testing concept
11:55 EU-wide stress testing
12:35 Luncheon & Networking
13:30 Respond to Basel IV
14:10 IFRS 9 – Validation, Governance & Hot Topics
14:50 Tea, Coffee, Networking & Exhibits
15:20 On-going Model Validation of IFRS9 Credit Models
16:00 Scenario dependent Credit Risk Models for IFRS 9 and US GAAP
16:40 Closing Remarks from the Chair
16:45 End of Day 1
17:00 Beer Experience Tour
Day two
08:30 Meet, Greet & Networking with Welcome Coffee
08:55 Opening Remarks from the Chair
09:00 Regulatory developments in the credit risk space
09:40 Recent developments in Sovereign risk
10:20 The NPL problem in Europe
11:00 Tea, Coffee, Networking & Exhibits
11:30 The future of IRB models and the standardised approach
12:10 Big Data Analytics with focus on Risk Management
12:50 Luncheon & Networking
13:50 Funds Transfer Pricing & Risk Based Performance Measurement
14:30 The Effects of FRTB in the CVA Risk Framework
15:10 Mathematics behind Credit Risk Modelling
15:50 Closing Remarks from the Chair
16:00 Farewell Tea, Coffee, Networking & Exhibits
16:30 End of Day 2
For detailed program request the agenda
Speakers
Who will you meet?
CROs, CEOs, CFOs, CMOs, COOs, VPs, MDs, Global Heads, Directors, Department Heads and International Managers OF:
- Credit Risk
- Risk Analysis
- Risk Modelling
- Credit Research
- Credit Risk Analysis
- Portfolio Strategy
- Balance Sheet Management
- Prudential Policy Division
- Credit Risk for Retail and SMEs
- Funds Transfer Pricing
- Capital Management
- Liquidity Risk
- Market Risk
- Retail Business Development
- Asset Liability Managers
- Quantitative Analysts
- Compliance Officers
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