With the 2018 deadline for compliance now fast approaching, banks are in the crucial latter stages of reforming their credit risk models to meet the IFRS 9 standards.
Banks have had to make a series of assumptions about key definitions which will have significant effects on their models without knowing if they will withstand regulatory scrutiny.
This marcus evans event provides the opportunity to discuss and compare solutions to modelling challenges with other banks before implementation and to benchmark their approaches to validation.
The conference will also cover the most up-to-date expectations of supervisors.
Prometeia will show its solution for an integrated modelling approach for IFRS9 LEL.
Marco Stella, Senior Manager Prometeia
Long term experience as international consultant in credit risk modeling and validation projects within worldwide commercial as well as multilateral development Banks contexts (Italy, Austria, Russia, Croatia, Turkey, Tunisia) and local regulators. Lecturer at Master in Financial Risk Management of Graduate School of Business at MIP - Politecnico di Milano and Master in Finance, Insurance and Risk Management of Real Collegio Carlo Alberto (University of Turin).