Loading Events
  • This event has passed.

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.

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

Request detailed Agenda - 4th Annual Credit Risk Management Forum


Become a speaker
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
Andrea Sorrentino
Andrea SorrentinoHead of Fintech
Gilles Artaud
Gilles ArtaudRisk and Permanent Control - Senior Adviser
Crédit Agricole CIB
Petr Franek
Petr FranekHead of Credit Risk Models and Data management
Česká spořitelna
Czech Republic
Ernst Eichenseher
Ernst EichenseherHead of Global Credit Risk
More 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?


>>> or see event details:

  • Past event videos
  • Speaker panel
  • Reasons to attend
  • Sponsors
  • Who will you meet
  • Media partners
  • Previous clients
  • Venue and travel information
  • Frequently Asked Questions