4th Annual Credit Risk Management Forum 24 May - 25 May 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 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
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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