18th Annual Banking Credit
Risk Management Summit
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Past Speakers
SEE THE PREVIOUS SPEAKERS & CASE STUDIES
CASE STUDY
Counterparty Credit Risk Modelling Update
The presentation will provide a status update on advanced CCR models. Impact from current market developments. It will give banks a guide to on how to adjust the sophistication of the models to the size and complexity of their business models regarding derivatives.
The presentation will give an overview of the main topics and challenges of supply chain and logistics in an environment with dangerous chemicals and quality-sensitive products. You will get insights regarding a make-or-buy decision for storage and distribution and several other best practices. With regard to the actual “world of transformation”, there will also be interesting thoughts about deployment & transformation — especially how to find the right factors in scaling the final positioning of a so-called minimum viable product.
- 01Recap CCR Modelling PFE and CVA
- 02SA-CCR vs interna PFE modelling
- 03Sec Finance Collateral modelling in PFE
- 04Sophistication of CCR modelling depending on business model scope and complexity
CASE STUDY
Some Considerations on Risk-Neutral Default Probabilities in The Context of Securitisations Swaps, Mortgages-Backed Securities and Collateralised Debt Obligations
The estimation of risk-neutral default probabilities in the context of securitisation swaps, MBS/ABS bonds and collateralised debt obligations always represents a challenge, often leading to disagreement among market participants. In this talk, we present a simple methodology to rapidly estimate upper and lower bounds on default and prepayment risk, as implied by the risk-neutral valuation theory. Some examples are provided in the context of mortgage-backed securities (MBS) and collateralised debt obligations (CDOs). Assumptions made are exposed in detail to analyse the weak and strong points of this methodology.
The estimation of risk-neutral default probabilities in the context of securitisation swaps, MBS/ABS bonds and collateralised debt obligations always represents a challenge, often leading to disagreement among market participants. In this talk, we present a simple methodology to rapidly estimate upper and lower bounds on default and prepayment risk, as implied by the risk-neutral valuation theory. Some examples are provided in the context of mortgage-backed securities (MBS) and collateralised debt obligations (CDOs). Assumptions made are exposed in detail to analyse the weak and strong points of this methodology.
- 01Simple framework to estimate upper and lower bounds on risk-neutral default probabilities
- 02Examples of MBS and CDOs
- 03Discussion on concrete estimations: weak and strong points, possible improvements
CASE STUDY
Focus Topics in Validation of Counterparty Credit Risk Models
In this presentation, we will discuss advances in Counterparty Credit Risk (CCR) model validation and governance as required by recent developments in regulatory standards. Assessment of relevant key dimensions of CCR models, such as model design, conceptual soundness, implementation, input data, calibration, numerical methods used by the model, ongoing performance monitoring and stress testing, will be covered.
Plasma-derived therapies (PDTs) are life-changing and life-sustaining medicines that people with rare and complex chronic diseases around the world rely on every day. Plasma is a scarce resource that cannot be made artificially, and hundreds of plasma donations – and sometimes over a thousand – are needed to make enough therapy for just one patient for one year. This is a complex, large-scale business in which growth in demand for therapies is outpacing supply – and patients’ lives are at stake. At Takeda, our priority is to ensure a sustained supply of PDTs for the patients worldwide who depend on them. This presentation will share more on how we harness data, digital, and technology (DD&T) to make every step of our end-to-end process better, faster, and more efficient – from using AI to advance operational efficiencies to developing novel device and digital solutions for patients.
- 01Improving the donation experience
- 02Improving manufacturing
- 03Improving the patient experience
CASE STUDY
Basel IV Impact on Business
This presentation aims to share a business perspective on the Basel IV implementation.
- 01Quick overview of Basel IV
- 02Impacts on banks
- 03How banks could get ready?
- 04Taking a broader look
In this session, we delve into the transformative world of omnichannel communication within global and local medical affairs. We will explore strategies and requirements for implementing an omnichannel approach, ensuring healthcare professionals have seamless access to diverse resources across multiple platforms. The session will highlight how leveraging data can refine and personalise communication methods, thus enhancing their impact on the target audience. Additionally, the presentation will address the importance of facilitating effective cross-functional communication among medical and commercial teams, especially in fostering a unified strategy. Finally, we will explore methods to tailor content and messaging to suit the diverse preferences of different healthcare professionals and stakeholders. This session promises to offer valuable insights and practical tools for anyone looking to enhance their communication strategies in the rapidly evolving healthcare sector.
CASE STUDY
Effective Credit Risk Models and Credit-Decisioning
- 01Challenges with using regulatory models in underwriting
- 02Underwriting models challenges: covid period, inflation and high-interest-rate environment, fraud trends
- 03New techniques in underwriting models: advantages and challenges
Emphasising the importance of user-centred design principles to create engaging, effective, and accessible DTx solutions for patients with varying needs and abilities.
Welcome to “Charting the Course: Our Influence on the HCP/Customer Engagement Trek”. Today, we embark on a journey to explore our impact on the ever-evolving landscape of healthcare professional (HCP) and customer engagement. In a world shaped by technology, ethics, and personalisation, our role as navigators of this journey is pivotal. Throughout this discourse, we’ll delve into key topics that define our approach, from leveraging technology to building meaningful connections. Join me as we navigate through these waters together, shaping not just outcomes, but the very fabric of trust and collaboration that underpins every meaningful engagement.
CASE STUDY
Counterparty Credit Risk Modelling Update
The presentation will provide a status update on advanced CCR models. Impact from current market developments. It will give banks a guide to on how to adjust the sophistication of the models to the size and complexity of their business models regarding derivatives.
The presentation will give an overview of the main topics and challenges of supply chain and logistics in an environment with dangerous chemicals and quality-sensitive products. You will get insights regarding a make-or-buy decision for storage and distribution and several other best practices. With regard to the actual “world of transformation”, there will also be interesting thoughts about deployment & transformation — especially how to find the right factors in scaling the final positioning of a so-called minimum viable product.
- 01Recap CCR Modelling PFE and CVA
- 02SA-CCR vs interna PFE modelling
- 03Sec Finance Collateral modelling in PFE
- 04Sophistication of CCR modelling depending on business model scope and complexity
CASE STUDY
Some Considerations on Risk-Neutral Default Probabilities in The Context of Securitisations Swaps, Mortgages-Backed Securities and Collateralised Debt Obligations
The estimation of risk-neutral default probabilities in the context of securitisation swaps, MBS/ABS bonds and collateralised debt obligations always represents a challenge, often leading to disagreement among market participants. In this talk, we present a simple methodology to rapidly estimate upper and lower bounds on default and prepayment risk, as implied by the risk-neutral valuation theory. Some examples are provided in the context of mortgage-backed securities (MBS) and collateralised debt obligations (CDOs). Assumptions made are exposed in detail to analyse the weak and strong points of this methodology.
The estimation of risk-neutral default probabilities in the context of securitisation swaps, MBS/ABS bonds and collateralised debt obligations always represents a challenge, often leading to disagreement among market participants. In this talk, we present a simple methodology to rapidly estimate upper and lower bounds on default and prepayment risk, as implied by the risk-neutral valuation theory. Some examples are provided in the context of mortgage-backed securities (MBS) and collateralised debt obligations (CDOs). Assumptions made are exposed in detail to analyse the weak and strong points of this methodology.
- 01Simple framework to estimate upper and lower bounds on risk-neutral default probabilities
- 02Examples of MBS and CDOs
- 03Discussion on concrete estimations: weak and strong points, possible improvements
CASE STUDY
Focus Topics in Validation of Counterparty Credit Risk Models
In this presentation, we will discuss advances in Counterparty Credit Risk (CCR) model validation and governance as required by recent developments in regulatory standards. Assessment of relevant key dimensions of CCR models, such as model design, conceptual soundness, implementation, input data, calibration, numerical methods used by the model, ongoing performance monitoring and stress testing, will be covered.
Plasma-derived therapies (PDTs) are life-changing and life-sustaining medicines that people with rare and complex chronic diseases around the world rely on every day. Plasma is a scarce resource that cannot be made artificially, and hundreds of plasma donations – and sometimes over a thousand – are needed to make enough therapy for just one patient for one year. This is a complex, large-scale business in which growth in demand for therapies is outpacing supply – and patients’ lives are at stake. At Takeda, our priority is to ensure a sustained supply of PDTs for the patients worldwide who depend on them. This presentation will share more on how we harness data, digital, and technology (DD&T) to make every step of our end-to-end process better, faster, and more efficient – from using AI to advance operational efficiencies to developing novel device and digital solutions for patients.
- 01Improving the donation experience
- 02Improving manufacturing
- 03Improving the patient experience
CASE STUDY
Basel IV Impact on Business
This presentation aims to share a business perspective on the Basel IV implementation.
- 01Quick overview of Basel IV
- 02Impacts on banks
- 03How banks could get ready?
- 04Taking a broader look
In this session, we delve into the transformative world of omnichannel communication within global and local medical affairs. We will explore strategies and requirements for implementing an omnichannel approach, ensuring healthcare professionals have seamless access to diverse resources across multiple platforms. The session will highlight how leveraging data can refine and personalise communication methods, thus enhancing their impact on the target audience. Additionally, the presentation will address the importance of facilitating effective cross-functional communication among medical and commercial teams, especially in fostering a unified strategy. Finally, we will explore methods to tailor content and messaging to suit the diverse preferences of different healthcare professionals and stakeholders. This session promises to offer valuable insights and practical tools for anyone looking to enhance their communication strategies in the rapidly evolving healthcare sector.
CASE STUDY
Effective Credit Risk Models and Credit-Decisioning
- 01Challenges with using regulatory models in underwriting
- 02Underwriting models challenges: covid period, inflation and high-interest-rate environment, fraud trends
- 03New techniques in underwriting models: advantages and challenges
Emphasising the importance of user-centred design principles to create engaging, effective, and accessible DTx solutions for patients with varying needs and abilities.
Welcome to “Charting the Course: Our Influence on the HCP/Customer Engagement Trek”. Today, we embark on a journey to explore our impact on the ever-evolving landscape of healthcare professional (HCP) and customer engagement. In a world shaped by technology, ethics, and personalisation, our role as navigators of this journey is pivotal. Throughout this discourse, we’ll delve into key topics that define our approach, from leveraging technology to building meaningful connections. Join me as we navigate through these waters together, shaping not just outcomes, but the very fabric of trust and collaboration that underpins every meaningful engagement.
CASE STUDY
Counterparty Credit Risk Modelling Update
The presentation will provide a status update on advanced CCR models. Impact from current market developments. It will give banks a guide to on how to adjust the sophistication of the models to the size and complexity of their business models regarding derivatives.
The presentation will give an overview of the main topics and challenges of supply chain and logistics in an environment with dangerous chemicals and quality-sensitive products. You will get insights regarding a make-or-buy decision for storage and distribution and several other best practices. With regard to the actual “world of transformation”, there will also be interesting thoughts about deployment & transformation — especially how to find the right factors in scaling the final positioning of a so-called minimum viable product.
- 01Recap CCR Modelling PFE and CVA
- 02SA-CCR vs interna PFE modelling
- 03Sec Finance Collateral modelling in PFE
- 04Sophistication of CCR modelling depending on business model scope and complexity
CASE STUDY
Some Considerations on Risk-Neutral Default Probabilities in The Context of Securitisations Swaps, Mortgages-Backed Securities and Collateralised Debt Obligations
The estimation of risk-neutral default probabilities in the context of securitisation swaps, MBS/ABS bonds and collateralised debt obligations always represents a challenge, often leading to disagreement among market participants. In this talk, we present a simple methodology to rapidly estimate upper and lower bounds on default and prepayment risk, as implied by the risk-neutral valuation theory. Some examples are provided in the context of mortgage-backed securities (MBS) and collateralised debt obligations (CDOs). Assumptions made are exposed in detail to analyse the weak and strong points of this methodology.
The estimation of risk-neutral default probabilities in the context of securitisation swaps, MBS/ABS bonds and collateralised debt obligations always represents a challenge, often leading to disagreement among market participants. In this talk, we present a simple methodology to rapidly estimate upper and lower bounds on default and prepayment risk, as implied by the risk-neutral valuation theory. Some examples are provided in the context of mortgage-backed securities (MBS) and collateralised debt obligations (CDOs). Assumptions made are exposed in detail to analyse the weak and strong points of this methodology.
- 01Simple framework to estimate upper and lower bounds on risk-neutral default probabilities
- 02Examples of MBS and CDOs
- 03Discussion on concrete estimations: weak and strong points, possible improvements
CASE STUDY
Focus Topics in Validation of Counterparty Credit Risk Models
In this presentation, we will discuss advances in Counterparty Credit Risk (CCR) model validation and governance as required by recent developments in regulatory standards. Assessment of relevant key dimensions of CCR models, such as model design, conceptual soundness, implementation, input data, calibration, numerical methods used by the model, ongoing performance monitoring and stress testing, will be covered.
Plasma-derived therapies (PDTs) are life-changing and life-sustaining medicines that people with rare and complex chronic diseases around the world rely on every day. Plasma is a scarce resource that cannot be made artificially, and hundreds of plasma donations – and sometimes over a thousand – are needed to make enough therapy for just one patient for one year. This is a complex, large-scale business in which growth in demand for therapies is outpacing supply – and patients’ lives are at stake. At Takeda, our priority is to ensure a sustained supply of PDTs for the patients worldwide who depend on them. This presentation will share more on how we harness data, digital, and technology (DD&T) to make every step of our end-to-end process better, faster, and more efficient – from using AI to advance operational efficiencies to developing novel device and digital solutions for patients.
- 01Improving the donation experience
- 02Improving manufacturing
- 03Improving the patient experience
CASE STUDY
Basel IV Impact on Business
This presentation aims to share a business perspective on the Basel IV implementation.
- 01Quick overview of Basel IV
- 02Impacts on banks
- 03How banks could get ready?
- 04Taking a broader look
In this session, we delve into the transformative world of omnichannel communication within global and local medical affairs. We will explore strategies and requirements for implementing an omnichannel approach, ensuring healthcare professionals have seamless access to diverse resources across multiple platforms. The session will highlight how leveraging data can refine and personalise communication methods, thus enhancing their impact on the target audience. Additionally, the presentation will address the importance of facilitating effective cross-functional communication among medical and commercial teams, especially in fostering a unified strategy. Finally, we will explore methods to tailor content and messaging to suit the diverse preferences of different healthcare professionals and stakeholders. This session promises to offer valuable insights and practical tools for anyone looking to enhance their communication strategies in the rapidly evolving healthcare sector.
CASE STUDY
Effective Credit Risk Models and Credit-Decisioning
- 01Challenges with using regulatory models in underwriting
- 02Underwriting models challenges: covid period, inflation and high-interest-rate environment, fraud trends
- 03New techniques in underwriting models: advantages and challenges
Emphasising the importance of user-centred design principles to create engaging, effective, and accessible DTx solutions for patients with varying needs and abilities.
Welcome to “Charting the Course: Our Influence on the HCP/Customer Engagement Trek”. Today, we embark on a journey to explore our impact on the ever-evolving landscape of healthcare professional (HCP) and customer engagement. In a world shaped by technology, ethics, and personalisation, our role as navigators of this journey is pivotal. Throughout this discourse, we’ll delve into key topics that define our approach, from leveraging technology to building meaningful connections. Join me as we navigate through these waters together, shaping not just outcomes, but the very fabric of trust and collaboration that underpins every meaningful engagement.
Ahmed Nasr
Operations Director Egypt and Director Milk Africa & Turkey
Khaled Elsharkawy
Integrated Supply Chain Senior Director
Mueen Uddin Siddique
Senior Director – Access Network Procurement
Shannon Hore
Senior Vice President Procurement and Logistics
Sandeep Sharma
Director Group Procurement & International Markets Supply Chain
Hottest topics
LOOK AT THE TOPICS THAT WERE DISCUSSED
- 01Current Trends in Credit Risk Management 2025
- 02Counterparty Credit Risk
- 03Regulatory Compliance and Capital Adequacy
- 04Digitalisation and AI/ML Models
- 05Stress Testing
- 06Data Management and Quality
- 07The Impact of Uncertainty and Risk on Financial Markets
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