The 10th Annual Banking Credit Risk Management Summit
IS OVER!
100+
Satisfied Delegates
TOP 20
Industry Speakers
Over 15
Experience Based Case Studies
We are looking forward to welcoming you
on board in 2018!
STAY UPDATED
Provide us with your contact details and our team will get back to you with all the updates regarding the upcoming edition of this event.
See the past Speakers and Case Studies
from Last Annual BELOW
Chiara
FRANCESCA CAPELLI
Head of Group Models Methodologies & Standards and Regional Support
Hanna
SARRAF
Head of Risk Strategy
Jozef
ZUBRICKY
Director of Credit Risk Models
Jonas
RENGÅRD
Chief Risk Officer
Rita
GNUTTI
Head of Internal Model Market and Counterparty Risk
Vladimir
Chorniy
Senior Technical Lead, Risk
This is the event where you can access the people and ideas that matter most to your business.
A programme that will inspire you and gives you opportunity to network with your peers on one of the most leading and exciting events.
- Networking possibilities
- Discussing key issues in breakout sessions
- Meet with new business partners
- Unrivalled speakers lineup with real industry professionals
- One-on-One Business Meetings
- Focused, productive and balanced Agenda
- Informal gatherings outside conference hours
Allan Lloyds events are famed for being highly interactive. Through our special discussion panels and roundtable discussion formats you will be able to discuss all of the complex issues that you are facing with our speakers and delegates.
Upcoming Basel IV and impact on the Credit Risk Management
IFRS 9 challenges on Disclosure and Reporting
Machine learning techniques on scoring systems: application on SME portfolios.
New challenges for the Risk Management in the new Digital Era
Counterparty Credit Risk Challenges
Behavioral Insight into the Credit Risk Management
Members of board, C-level, Senior Vice Presidents, Vice Presidents, Directors and Heads of departments from banking industry involved in:
- Credit Risk Management
- Credit Risk Control
- Credit Risk Strategy
- Capital Modeling
- Risk Data and Reporting
- Counterparty Risk
- Credit Rating
- Credit Portfolio Management
- Risk Analytics
- Risk Appetite
- Credit Risk/Internal Model Validation
- Risk Measurement
- Risk Reporting
- Credit Model Development
- Rating Models
Ultimate Session
FOR NETWORKING
Every morning starts with a great ice-breaking activity – Speed Networking Session. This session is designed to give all participants the opportunity to meet and introduce themselves to their fellow participants before the official conference starts.
Don’t forget your business cards!
Provided Networking Sessions include Coffee Breaks, Networking Lunches, a Cocktail Reception, plus informal gatherings outside conference hours –key tools for establishing future business connections with fellow industry peers.
Interesting Case Studies from the Agenda 2017
MACHINE LEARNING
Vivien
BRUNEL
Head of Risk and Capital Modeling
Why and how will machine learning improve the risk management?
- The explicit and implicit constraints imposed by a risk models regulation
- Smart use of the machine learning algorithms: 2 use cases on designing a better credit scoring model for SMEs and a unified LGD model across all types of transactions
- The next generation of risk models
DIGITALIZATION IN THE CREDIT RISK MANAGEMENT
Jozef
ZUBRICKY
Director of Credit Risk Models
Usage of Client Digital Data in Credit Risk Decisions
Digital era brings new challenges for the risk management, as relying on the traditional client data will be less and less possible. Digital clients will not visit the bank in person, but rather apply for loans via web interface. We analyse the digital fingerprints data from the real bank and present a use case of which data proved to be significant risk predictors.
- What is digital fingerprint
- Which data are good predictors of the Credit Risk
- Which methodologies are used to work with the digital fingerprints data
- Technical implementation and legal considerations
We are looking forward to welcoming you
on board in 2018!
BASEL IV
Hanna
SARRAF
Head of Risk Strategy
“Basel IV” – Key Challenges & Opportunities
Recent studies conducted by the Basel Committee revealed evidence of excessive variation in banks’ calculation of risk-weighted assets (RWA). To reduce this variation and improve consistency and comparability across banks, the Committee proposed modifications to the methods used by banks to calculate their minimum regulatory capital requirements. These proposals, labelled by some as “Basel IV”, are wide ranging and could result in higher capital requirements although not explicitly stated objective of the Committee. This presentation will explore the latest development in the Basel Regulatory Capital framework and its potential implications for banks’ business model and strategies:
- Reforming the regulatory capital framework: striking a balance between simplicity, comparability and risk-sensitivity
- “Basel IV” in a nutshell: key areas of change and potential impact on banks’ capital requirements and business model
- Adapting to increasing level of capital requirements: Pillar 1, Pillar 2 and the Buffers
- Navigating the journey ahead requires efficient capital allocation framework and advanced balance sheet optimisation capabilities
Pre-Conference Workshop
The upcoming Basel IV
- What will be the main underpinnings of Basel IV?
- How will Basel IV impact the banking industry moments after Basel III?
- Implementation of the Standardized Measurement Approach
- How to deal with increasing capital requirements for banks?
- Data collection and reporting under Basel IV
Risk Appetite Framework
- Creating the Risk Appetite Framework
- How to allocate risk appetite across the organization effectively?
- What are the challenges in defining the OR appetite?
- Risk appetite statements and metrics
- Strengthening the ERM through the risk appetite by a risk tolerance
- Integrating the risk appetite into a long-term business planning and a day-to-day management decision making
Sponsors 2017
We are looking forward to welcoming you
on board in 2018!
STAY UPDATED
Provide us with your contact details and our team will get back to you with all the updates regarding the upcoming edition of this event.