13th Annual Banking Credit Risk Management Summit
11 – 13 February 2020 | Vienna
This credit risk event opens up the opportunity to meet senior level experts from the top banks in Europe to discuss today´s challenges in Basel standards, counterparty credit risk, IFRS9, new regulatory updates and many more. At this business event, you will have a chance to learn what impact Big Data and Machine Learning have on credit risk, how to manage credit risk under the IFRS 9 regulation, the organisational setup of NPL management within the bank and whether to use IRB or standard portfolios. The credit risk conference will also discuss what the latest Basel III finalisation changes are and what effect they have. Would you like to learn what the future holds for the credit risk? Come and find out!
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Will Be Discussed
- What are the future trends for data analytics and risk management?
- What are the regulations focusing on regarding the latest Basel III finalisation changes?
- Leading innovations in digitisation in the credit risk
- The main challenges in stress testing
- What are the necessary skills for organisational setup of NPL management?
- Transitioning LIBOR to an alternative reference rate
- What are the challenges and issues that IFRS 9 have brought to credit risk management?
- How to set and develop the risk appetite framework properly?
About Allan Lloyds Events
See what keynote speakers will be taking part in the exclusive speaking panel.
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