Derrick Nolan – Business Credit Risk Model Head – First National Bank – South Africa:
Topic: Beyond Collateral Management: Optimising RWA to release capital and liquidity
Christian Düsterberg – Erste Group Bank – Austria:
Interaction between IFRS9 and the IRB Framework
- Practical aspects of IFRS9 implementation
- Linkage between IFRS9 impairment and IRB Credit Risk models
- Consequences of IFRS9 for Credit Risk Management
Jakob Auer – Hypo Alpe-Adria-Bank International – Austria:
Portfolio restructuring and its implication to the credit risk profile of a bank
- Asset Quality reviews
- How to transfer NPL portfolios
- Finding the right level of risk provisions