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12TH ANNUAL BANKING CREDIT RISK MANAGEMENT SUMMIT

12 - 14 February 2019 - Vienna
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PAST SPEAKERS

SEE THE PREVIOUS SPEAKERS & CASE STUDIES

Georg
HAUSER

Managing Director Credit Risk

Jukka
VESALA

Head of Group Credit Control

Philippe
DELLEY

Head of LGD & CCF Modelling

Nicolas
GUILLAUD

Head of Risk & Regulatory Strategy

Andrea
CREMONINO

Head of Capital Management

Victor
DAVYDOV

Executive Director, CIB Risks Department

CONFERENCE TOPICS 2019

LOOK AT THE TOPICS THAT WERE DISCUSSED

  • What are the challenges and issues that IFRS 9 bring to the credit risk management?
  • What are the new regulations for A-IRB?
  • How to set and develop the risk appetite framework properly?
  • What are the latest Basel III finalization changes and what effect do they have?
  • The main challenges in stress testing?
  • Leading innovations in digitization in the credit risk management
  • What will the future bring for the credit risk management?

DESIGNED FOR

Members of board, C-level, Senior Vice Presidents, Vice Presidents, Directors, and Heads of departments from banking industry involved in:

  • Credit Risk
  • Credit Risk Control
  • Credit Risk Models
  • Credit Risk Analysis
  • Credit Risk Systems
  • Credit Risk Review
  • Credit Risk Monitoring
  • Credit Risk Management
  • Counterparty Credit Risk Methodology
  • Risk Appetite Framework and Model
  • Risk Validation
  • Capital Management
  • Stress testing
  • Portfolio Models, Management
  • Regulatory Strategy
  • IFRS 9 Regulations
  • AIRB Modelling

PHOTOS FROM THE SUMMIT

12th Annual / 12 – 14 February 2019 in Vienna

CASE STUDIES

PAST CASE STUDIES INCLUDE

CASE STUDY / DAY 1

Practical aspects of adopting IFRS 9 into credit processes

IFRS 9 turned out not only to be an accounting convention, but also had practical consequences for the credit processes. Some of these are highlighted from the view of a credit practitioner. Since IRFS 9 became applicable only a little over a year ago, we may yet see further changes in the future when processes in banks are now are now scrutinized by the external auditors for the 2nd time after implementation.

  • IFRS 9: accounting convention or more?
  • Does the credit risk world change dramatically with IFRS 9?
  • Some of the credit process changes which had to be implemented

Georg
HAUSER

Managing Director Credit Risk

Nicolas
GUILLAUD

Head of Risk & Regulatory Strategy

CASE STUDY / DAY 1

Risk appetite framework in practice

Overview of the risk appetite framework within BNP Paribas

  • Context and approach followed
  • Structure of the risk appetite statement
  • Integration with strategic processes
  • Development across the Group
  • Operational cascading

CASE STUDY / DAY 2

Changes in Basel regulation and how this impacts you

Various new regulations have been issued over the last couple of years, which impacts the day to day business in the credit risk management and regulatory capital severely. The presentation will give an overview of these regulations focusing on the latest Basel III finalization changes and of which points to pay particular attention to:

  • New regulations for A-IRB, standardized approach, reporting and accounting
  • Constrains on A-IRB and their impact on regulatory capital
  • Break the chains of regulatory parameters and focus on internal risk measures

Philippe
DELLEY

Head of LGD & CCF Modelling

Jukka
VESALA

Head of Group Credit Control

CASE STUDY / DAY 2

Challenges in developing the credit risk control framework

What are the main issues when developing a credit risk culture and a risk appetite framework? How is the changing regulatory landscape affecting the development of credit risk management and control? What are the main issues and challenges brought about IFRS 9?

  • Enhancing the credit risk culture and developing the risk appetite framework
  • Issues in allocating the risk appetite framework across the organisation
  • Addressing the main regulatory developments within the credit risk management and control framework
  • Managing credit risk under IFRS 9

SPONSORS 2019

A SPECIAL THANK YOU TO OUR SPONSORS

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