4th Annual Credit Risk Management Forum

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 studiesQ&A, networking sessions and interactive panel discussion.

Discover the hot topics

For detailed program request the agenda

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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

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Our Speakers

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Catherine Keane
Catherine KeaneHead of Bank and Country Risk
Bank of Ireland
Nina Brumma
Nina BrummaHead of Analytics and Research
Global Credit Data
Övünç Şişman
Övünç ŞişmanChief Financial & Risk Officer
GarantiBank International NV
The Netherlands
Reiner Martin
Reiner MartinDeputy Head of Division, Macro-Financial Linkages
European Central Bank
Petr Franek
Petr FranekHead of Credit Risk Models and Data management
Česká spořitelna
Czech Republic
Ernst Eichenseher
Ernst EichenseherHead of Global Credit Risk
Gilles Artaud
Gilles ArtaudRisk and Permanent Control - Senior Adviser
Crédit Agricole CIB
Nils Foyn Kjærside
Nils Foyn KjærsideSenior Vice President, Head of Big Data Analytics
Danske Bank
Oliver Fiala
Oliver FialaHead of Credit Portfolio Model
Volksbanken AG
Tilman Kleberger
Tilman KlebergerIFRS 9 specialist - Chief Risk Office
Postbank AG
Christian Düsterberg
Christian DüsterbergHead of Risk Cost Management
Erste Group
Dr. Achim Mattes
Dr. Achim MattesHead of CECL Analytics
Credit Suisse
Andrea Sorrentino
Andrea SorrentinoHead of Fintech
Gergely Gabler
Gergely GablerDirector of Prudential Modelling and IT Supervision
Central Bank of Hungary
Rutger Vroom
Rutger VroomRegulatory Expert
The Netherlands
Martin Vojtek
Martin VojtekHead of IRB Model Validations
Czech National Bank
Czech Republic
Alexander Puchovsky
Alexander PuchovskyKey Account Manager, Credit risk & Procurement
Bureau van Dijk

Our Advisors

Peter Quell
Peter QuellHead of Portfolio Modelling for Market and Credit Risk
Thomas Ribarits
Thomas Ribarits Head of Financial Engineering and Advisory Services Division
European Investment Bank
Hanna Sarraf
Hanna SarrafHead of Risk Strategy
Bank of Ireland
Aivars Spilbergs
Aivars SpilbergsAss.professor, Finance Department
BA School of Business and Finance
Jeff Simmons
Jeff SimmonsManaging Director, Head of Enterprise Risk Management Division for EMEA
The Bank of Tokyo-Mitsubishi
United Kingdom
David Grünberger
David GrünbergerHead of IFRS Enforcement
Austrian Financial Market Authority (FCA)
Duarte Pitta Ferraz
Duarte Pitta FerrazProfessor of Governance & International Banking
NOVA - School of Business & Economics
Jean-Marc Israel
Jean-Marc IsraelHead of Monetary & Financial Statistics Division
European Central Bank

6 more reasons to attend

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

Our Association Partners

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Our Media Partners

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You can always register without a name using the TBA [To Be Announced] option. Please indicate TBA instead of the delegate name and 2 weeks prior to the event you are able to send the delegate name/s to booking[at]glceurope.com
While we are not happy to see you cancel your registration, we understand that “life happens” and other obligations come up. Our refund schedule is as follows:
The client has the right to cancel his/her registration in the event.
There is a 50% liability on all conference registrations once made, whether the booking was made through our website or via e–mail/ telephone/ fax.
If the client cancels with more than 8 weeks’s advance notice, GLC shall be entitled to an amount equivalent to 50% of the conference fee and 16 EUR administration charge. In case the client has already made his/her payment, this will be deducted from the conference fee GLC has already received and the remainder will be refunded. If no conference fee has been received prior to the cancellation request, GLC will issue an invoice for the cancellation fee (the amount equivalent to 50% of the conference fee and 16 EUR administration charge), which the client must pay immediately upon receipt. No refunds are available for cancellations received with 8 week’s (or less) advance notice or in case the client fails to attend the conference. In these cases, the full amount of the conference fee must be paid.
In general no VAT is applied based on the Hungarian VAT law with the exception of individual payment [when you would like to pay from your own budget and not from the company’s budget] and for Hungarian companies where 27% VAT is applicable which is refundable at the end of the company’s fiscal year.
Our hospitality partners usually have options available for parking places, however it can change from event to event. If you would like to receive more information on parking please e-mail our colleague susanna.juhasz[at]glceurope.com.
We provide a conference documentation pack which includes: conference agenda, notes pages and attendee information. Soft copies of some of the presentation are available on USB-flash-drives for each delegate. You may bring your laptop, tablet or other mobile device so you are able to review the presentations while they are being presented. Free Wi-Fi will be provided and outlets will be available for recharging computers, mobile devices and phones. We highly recommend you to bring along your business cards and a desire to learn from some of the industry’s leading experts.
The dress code is business casual. Feel free to leave the suits and ties at home this time. We do suggest you bring a sweater or dress in layers, as the conference room temperature may fluctuate.
Any of our staff members at the event will be delighted to help you. You can contact us for free via WhatsApp or Viber or any time over the phone or via e-mail or post.
  1. Get the timing right.
    Many people are afraid to request for training budget, because they can’t seem to find the “perfect time” to do it. Well, there’s no perfect time to ask for it, but there are definitely some moments that are better than others. For instance, if your boss is about to take a two week vacation, he/she might be in a good mood. If he/she just lost a major account, may not be wise at that juncture.
  2. Make a case for yourself
    When you ask for budget, you should be prepared with specific details and explanations about what is in it for the company and you’re superior. If you go into a meeting and just say, “I want to get budget for a conference,” it’s likely that your request won’t be taken seriously. If you want to plan ahead, then you should be prepared to explain the following points:
    1. Start by stating your accomplishments
    2. Show that you’re ready for more responsibility and eager to learn
    3. Describe:
    a) How this event will increase your productivity?
    b) How you will need less supervision
    c) How you can bring back the knowledge to the company
    4. Follow up
You might find free to attend events which are usually organized by a solution/service provider within the industry. Unlike at free to attend events, on a paid event you will find more diverse industry knowledge rather than presentations related to services or solutions.
In case you cannot attend for both days, you can always attend for just 1 day of the event. In this case we will send you all presentations of the 2 days. The participation fee is 70% of the original investment. In case you would like to attend the event for just 1 day please contact us on booking[at]glceurope.com
In case you are busy on 1 of the days, you certainly can split the 2 day conference with one of your colleague. All you need to do is send us an e-mail to booking[at]glceurope.com
We understand that not all senior-level professionals might be available on the dates. As the event is an annual event, most of the attendees try to postpone their engagements or send a small group from their teams to benefit from the conference.

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