Credit Risk Modelling Frankfurt, Frankfurt

Understand how to manage credit risk within your organisation; with a focus on modelling methods, stress testing and machine learning.


Credit Risk Management and Modelling

November 13–14, 2019


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This course is designed for anyone with credit risk responsibilities within financial services. Key sessions will cover the impacts of Basel IV and TRIM, approaches to credit risk modelling, stress testing credit risk portfolios and applications of AI and machine learning.

What will you learn?
  • Best practice approaches to managing credit risk post IFRS 9 

  • How Basel IV, IRB and TRIM interact and can be managed together

  • A new or improved understanding of credit risk modelling

  • Methods for assessing non-modelled credit risks

  • How to manage stress testing your credit risk portfolios

  • Applications for machine learning and AI

View course agenda

Who should attend?

Relevant departments may include but are not limited to: 

  • Credit risk

  • Risk steering

  • Accounting

  • Hedge accounting

  • Regulation 

  • Risk modelling

  • Internal audit

  • Stress testing

  • Model risk

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Course highlights
  • Credit risk management post IFRS 9

  • Basel IV, IRB and TRIM 

  • Structural credit risk models

  • Best practice credit risk modelling

  • Non-modelled credit risks

  • Model validation and assurance

  • Stress testing credit risk portfolios

  • Machine learning and AI in credit risk modelling

View course agenda

Course speakers

Radka Margitova

Senior Manager | Financial Services Risk Consulting


Dr. Zhilin Yao

Head of Risk Controlling

Agricultural Bank of China, Frankfurt

Dr. Zhilin Yao is Head of Risk Controlling at Agricultural Bank of China Frankfurt since 2013, who has over 10 years of risk experiences on different organization levels. Following his Doctor’s degree in quantitative skills and financial economics, he worked in Credit Risk Methodology/Risk Steering team at Dresdner Bank/Commerzbank (2008 -2011). He continued his career in ICAAP and Group Strategic and Capital Planning at Deutsche Bank (2011 -2013). Next to his risk job he gathers knowledge about legal as a candidate in LL.M. Finance.

CPD / CPE Accreditation


CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event.

CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.

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