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