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3rd edition, London, 16-17 June 2016

Credit risk modelling for IFRS 9

Practical examples of the changes to models in advance of the 2018 deadline


The IFRS 9 regulation is looming over the heads’ of credit risk modelling departments and with the deadline approaching, banks need to come up with a pragmatic approach fast. With uncertainty around definitions and regulations, as well as modelling best practice, the industry needs to come together to develop standard practices and approaches to the challenges the new requirements present.

This marcus evans conference is the only event exclusively for credit risk modellers and brings together the industry to address the increasingly urgent problem of how credit risk modelling functions should be managing the implications of IFRS 9. 

Detailed, practical case studies will show delegates what modelling approaches they should be using and how they can tackle the complexities involved. Attendees will also have the opportunity to compare experiences and approaches to the various definitions involved such as ‘significant deterioration’ and understand how their peers are applying them.

Prometeia in particular will attend the event dealing with the challenges for banking sectors at early stage of development for credit risk modelling.


Prometeia's presentation

IFRS 9 challenges in emerging and transition economies: how to deliver an effective IFRS 9 solution in banking environment at the early stage of Credit Risk models development.



  1. Defining features of emerging markets (processes, driving factors, data, …)
  2. Alternative methodological choices for the ECL calculation
  3. Data and IT architectural issues
  4. Implementation strategies and auditing process

Christian Marini dealing with the presentation of IFRS 9 in transition economies