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.
What will you learn?
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Opportunities and challenges that have arisen post IFRS 9 implementation
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Understand how to manage volatility and credit risk steering
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Understand post regulatory expectations of monitoring, reporting and benchmarking
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How to adapt IFRS 9 models for stress testing
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Guidance on the determination of significant deterioration
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Utilizing data, AI and ML for managing credit risk
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What the implications of Basel IV are on credit risk modelling
Who Should Attend
Relevant departments may include but are not limited to:
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Credit Risk
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Accounting
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Hedge Accounting
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Regulation
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Risk Modelling
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Internal Audit
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Stress Testing
Agenda Highlights
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Post IFRS 9 accounting perspective
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IFRS 9 monitoring & benchmarking
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Dealing with ECL volatility
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Adapting IFRS 9 models for stress testing
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Loss given default
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Basel IV and credit risk modelling
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Model validation
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Utilizing data management, machine learning and AI for managing credit risk
You are brilliant. My team are outsourcing most if not all of our training to you at the moment.
Mizuho
One of the best seminars I have attended. I liked the way actual experiences with products discussed were integrated into the presentations
BNY Mellon
Very dynamic. Nice to have various different speakers. Very good to have full-time presence from Risk Training logistics staff. Speakers were all very technical and worthwhile
European Central Bank
Excellent industry history and in-depth knowledge
Barclays
Knowledgeable speakers and thoughtful presentations
Accenture
The speakers were very good and the topic was very interesting to me
BBVA
The learning is mutual when delegates and speakers bring such rich experience from industry and academia. Also inspiring to see so many senior people so motivated to learn new things.
Morgan Stanley
Venue Details
TBC - London
Venue London - TBC
