RISK MANAGEMENT THOUGHT LEADERSHIP

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Fleming's Hotel Wien-Westbahnhof, Vienna - June 7-8, 2017

13th Annual Credit Risk Management Forum

A Fleming. conference

 

                                                           For further information click here


With IFRS 9 deadline approaching, more and more workshops and focused sessions discuss the potential impact of the new regulation on risk modelling approaches and risk corporate governance, namely the role of CROs in the mid term.

Among the most prestigious events in Central Eastern Europe, Prometeia takes place to the 13th Annual Credit Risk Management Forum, organized by Fleming. in Vienna.

Prometeia exchanges views with the most prominent risk mangers and practitioners of the area, giving its insight - in partnership with Raiffeisen Bank International -  on implementing an IFRS9 Impairment Model in a multinational banking group.

 
 

Implementing IFRS9 Impairment Model in a multinational banking group: the challenge of LGD estimation

In partnership with Raiffeisen Bank International

 

Contents

  • General overview of the IFRS9 project         
  • Main challenges of LGD models estimation:Data collection and harmonization; LGD estimation for Low Default Portfolios; Possible alternatives on the LGD macro-economic overlay        
  • Potential impacts on the Loan Loss Provisions after implementing the LGD into the IFRS9 framework

Prometeia's speaker

Christian Marini, Manager Prometeia
Head of Prometeia’s IFRS 9 development team, Christian has a 10-year experience as credit risk models developer within the context of worldwide banks as well as non-financial companies, in coherence with the Basel2 regulatory compliance and IFRS 9 compliance. The projects have been executed across retail, SMEs, corporate portfolio and large corporate portfolio, consisting of private individuals/companies, government companies and financial institutions.

 

                                                           For further information click here