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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

For detailed program request the agenda

Request detailed Agenda - 4th Annual Credit Risk Management Forum

Speakers

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Catherine Keane
Catherine KeaneHead of Bank and Country Risk
Bank of Ireland
Ireland
Nina Brumma
Nina BrummaHead of Analytics and Research
Global Credit Data
Germany
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
Germany
Andrea Sorrentino
Andrea SorrentinoHead of Fintech
modefinance
Italy
Gilles Artaud
Gilles ArtaudRisk and Permanent Control - Senior Adviser
Crédit Agricole CIB
France
Petr Franek
Petr FranekHead of Credit Risk Models and Data management
Česká spořitelna
Czech Republic
Ernst Eichenseher
Ernst EichenseherHead of Global Credit Risk
UniCredit
Italy
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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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