Credit Risk Modelling - London

Join our credit risk modelling training course and learn about the implications of Basel IV, how IFRS 9 models can be used for stress testing and how to utilise AI and Machine Learning for managing credit risk.


Credit Risk Modelling:

IFRS 9, Basel IV and AI

London, 9 - 10 September 2019

Course Guide  Apply now

With the new Basel IV guidelines there has been much speculation over how this will impact credit risk modelling. This training course will delve in to the implications that Basel IV will have and how AI and machine learning can be used to manage credit risk.  There will be further sessions on stress testing, model validation and loss given default.

What will you learn?
  • Opportunities and challenges that have arisen post IFRS 9 implementation 

  • Understand how to manage volatility and credit risk steering  

  • Understand post regulatory expectations of monitoring, reporting and benchmarking

  • How to adapt IFRS 9 models for stress testing 

  • Guidance on the determination of significant deterioration 

  • Utilizing data, AI and ML for managing credit risk

  • What the implications of Basel IV are on credit risk modelling

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Who Should Attend

Relevant departments may include but are not limited to:

  • Credit Risk

  • Accounting

  • Hedge Accounting

  • Regulation

  • Risk Modelling

  • Internal Audit

  • Stress Testing

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Agenda Highlights
  • Post IFRS 9 accounting perspective 

  • IFRS 9 monitoring & benchmarking 

  • Dealing with ECL volatility 

  • Adapting IFRS 9 models for stress testing 

  • Loss given default

  • Basel IV and credit risk modelling 

  • Model validation 

  • Utilizing data management, machine learning and AI for managing credit risk 

More information

Venue Details

London Venue TBC

London City - to be confirmed



09 September 2019
2019-09-09 09:03:16 +0100