The next five years in risk management can bring more transformation than the last decade. CRisk 2020 will help credit risk management professionals to prepare for the upcoming requirements and demands.
The 6th Annual Credit Risk Management Forum is dedicated to address the key burning issues, discover solutions through discussions and provide participants with a platform to inspire each other. The event will be an amalgamation of interesting case studies, interactive panel discussions and networking sessions, with a strong focus on current and future trends.
We look forward to seeing you in the historical city of Vienna!
On behalf of GLC,
Aletta Lemak
Benefits of the Online Streaming
Event schedule
Day one
09:00 Opening Remarks from the Chair
09:10 Banks’ challenges with ECB’s Targeted Review of Internal Models
09:40 Modelling issues – Interaction between IRB and IFRS9
10:20 Short Recess
11:00 Using a modern machine learning DevOps approach to (credit) risk modelling
11:30 How to proceed on Integrated Stress testing? Current Developments and demands
12:00 Lunch Break
13:00 Year 2020 in IRB models from the bank perspective
13:30 Examining the potential of internal pool models
14:00 Tea & Coffee Break
14:30 Introducing sustainability risks into credit risk management
15:00 Supervisory review on Interest Rate Risk in the Banking Book under ICAAP
15:30 Closing Remarks from the Chair
15:40 End of Day 1
Day two
08:55 Opening Remarks from the Chair
09:00 Effective leadership for new risk management challenges
10:00 PANEL DISCUSSION: The future of stress testing
10:00 Short Recess
11:00 How to set and develop efficient risk appetite framework
11:30 KYC/AML aspects of credit risk management
12:00 Lunch Break
13:00 Active portfolio management: the everlasting challenge…in a pandemia era
13:30 Backtesting of Scenario Models
14:00 Closing Remarks from the Chair
14:05 End of Day 2
For detailed program download 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
Interested in more event information?
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