11th Annual Banking Credit Risk Management Summit

 

SEE THE PAST SPEAKERS & CASE STUDIES
FROM LAST ANNUAL

Paul
FILLMORE
Chief Credit Officer Financial Institutions and Special Products
Laurent
BALTHAZAR
Director Integrated Risk Management
Davide
BAZZARELLO
Head of Group Credit and Integrated Risks
Tim
WICKENS
Global Head of Funds Credit
Guido
GENERO
Head of Credit Risk
Georg
MUSIL
Head of FI Risk Management

 

PAST CASE STUDIES INCLUDE

Laurent BALTHAZARDirector Integrated Risk Management
Belfius

Stress Testing, Portfolio Modelling And Risk Appetite

This presentation will deal with the place of risk models and stress tests to support the development of credit risk frameworks and concentration analysis.

  • Reviewing stress testing practices
  • Regulatory stress tests Vs internal stress tests
  • Role of models in stress testing
  • Advantages and drawback of ST VS credit VAR models to analyze credit risk
  • ST and models roles in defining a credit risk appetite
Davide BAZZARELLOHead Of Group Credit And Integrated Risks
Unicredit

Risk Appetite Framework And Stress Testing Main Challenges

The presentation will focus on:
  1. Main changes and enhancements in the Risk Appetie definition and the potential challenges going forward
  2. Stress test framework, lesson learned from the past and main engancement for managerial and regulatory purposes
    • RAF and CRO role before the crisis
    • RAF used as a managerial tools for steering the business
    • New competitive and regulatory environment for the RAF development
    • Stress testing in the past: lesson learned during the crisis
    • Lesson learned from the last EBA Stress test and new challenges
    for the 2018 exercise
Paul FILLMOREChief Credit Officer Financial Institutions And Special Products
Commerzbank

Big Data And Digitalisation In Credit Risk Management

The presentation introduces the digitilisation strategy of Commerzbank and an overview of relevant regulations. It will discuss the applicability of Big Data to different business fields in a universal bank with a focus on roadblocks and how to solve them.

  • Digitilisation strategy
  • Regulation ( data protection)
  • Big Data
  • Data Analysis as competitive advantage
Georg MUSILHead Of FI Risk Management
Raiffeisen Bank International AG

The Impact Of Climate-Related Risks On Credit Risk

Global Warming has become a severe source of event-driven risk jeopardizing
our current way of living and doing business. The fight against
the Climate Change has also triggered a transformation process of the
global energy production away from the fossil energy sources towards
a renewable energy and a low-carbon economy. Both developments
result in a new dimension of credit risk for the lending and investment
industry, which needs to assess these risks and their potential financial
impacts and take the necessary steps to advance their business model
and investment portfolio.

  • Magnitude of the transformation
  • Climate-Related risks
  • Potential commercial and financial impacts
  • Opportunities and outlook

WE ARE LOOKING FORWARD TO WELCOMING YOU ON BOARD IN 2019!

2018 CONFERENCE TOPICS

  • Spreadheading innovations in Digitization in the Credit Risk Management
  • API Banking through the lense of current challenges in PSD2 practices
  • The Future of Credit Risks in Banking with Financial Institutions
  • Implementation of comprehensive Credit Risk Appetite Framework
  • IFRS9 or IAS39: Financial Instruments. Comparing measurement of gain and loss
  • Stress testing in Credit Banking as a process, not an event
  • Virtual Fraud proliferation regarding Credit Risk Management
  • Significance of the upgrading Basel standards: from Basel II through Basel IV
  • What is the most effective way for corporates to measure and control counterparty credit risk?

WATCH EVENT VIDEO

DESIGNED FOR

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

  • Credit Risk Methods Development
  • Credit Risk Consolidation
  • Credit Risk Analysis
  • Credit Risk Systems
  • Credit Risk Review
  • Credit Line Products
  • Counterparty Credit Risk Methodology, Framework and Model
  • Construction
  • Integrated Risk Management
  • Retail Credit Risk Management
  • Wholesale Corporate Credit Risk
  • Risk Measurement
  • Risk Policies and Applications
  • Risk Solutions
  • Risk Validation
  • CIB Risk Department
  • CIB Risk Technology
  • Global RIsk Technology
  • Portfolio Management
  • Regulatory Strategy
  • Stress testing

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