European Conference Amsterdam March 2020
GCD and ING bring together leading experts from banks and regulators to discuss on the next challenges on credit risk modelling.
With the altered regulatory rules and new supervisory expectations, banks have to make urgent and fundamental changes to their models to meet the new standards (e.g. as a result of ECB's TRIM assessment). Meanwhile, the need to increase revenues and/or cut costs has become an ever more pressing issue.
We have arranged for this event facilities in the brand-new conference center of ING. Register here - the conference is free for all employees from member banks!
On the agenda:
- Update on the IRB as well as the IFRS 9 roadmap of the EBA / ECB
- How banks are adjusting to the new regulatory requirements: ING's model paradigm shift
- Modelling priorities in the Post-TRIM era
- The new downturn LGD RTS: How far do the models need to be adjusted?
- The next generation of Model Risk Management
- Unlocking the value of credit risk data: the Bloomberg - GCD application
- Machine Learning in Credit Risk: Harnessing the benefits while controlling bias & ethical implications
This event is for members only as well as based on invitations sent out to dedicated specialists from the industry. Please contact us for any inquiries.
The latest agenda is available here.
Employees working for a GCD member bank:
Please login to our member website and click here to register. If you do not have an account yet, please create an account first.
Please register here. GCD will come back to you with a confirmation of your attendance.