• Prudential Regulation Authority
• Bank of England
• 15+ Retail Banks and Building Society Speakers
• 8+ Case Studies
• Setting Risk Appetite
• FSA Macro-economic Scenarios
• Pricing Strategies for SME Clients
• MMR & Interest Only Mortgages
• Leveraging Regulatory Models
• The Focus of the IRB Modelling under the Prudential Regulation Authority
• Developments with Variable Scalars
• Forbearance Regulation
• LGD Modelling
• Automated Valuation Models
• Building Analytical Frameworks
• Prudential Regulation Authority
• Bank of England
• HSBC
• Lloyds Banking Group
• Royal Bank of Scotland
• Barclays
• Santander UK
• Permanent TSB
• Principality Building Society
• Yorkshire Building Society
• DNB
• Rabobank International
• Danske Bank
• Imperial College London
• Ernst & Young
• KPMG
• Hometrack
• PwC
plus use this expert panel to...
• Benchmark your strategy and technique
• Network with your industry peers
View the latest speaker line-up here
An Infoline workshop led by Prof. Bart Baesens:
Advanced Credit Risk Modelling, Validation and Stress Testing
14 & 15 May 2013 • Central London
Obtain unique insights direct from:
• Prudential Regulation Authority on Challenges for IRB Modelling
• Bank of England on the Funding for Lending Scheme
• Impact of recent UK and EU regulatory initiatives
Benefit from Industry led case studies including:
• Incorporating Internal and FSA Macro-Economic Variables into Stress Tests
• Developing Pricing Strategies for SME Retail Clients
• Setting Risk Appetite to Improve Profitability and Mitigate Capital Levels
• A Review of the MMR and Interest Only Mortgages
• Overcoming Data Limitations to build Analytical Environments
• Automated Valuation Models in Mortgage Portfolios
• Leveraging Regulatory Retail Credit Modelling
Gain access to the latest advances in:
• Managing Forbearabce Strategies
• Linking LGD Models to Provisions and Recoveries
• Using Retail Credit Models to Quantify Conduct Risk
• Employing Variable Scalar models in IRB institutions
• Calculating Lifetime Loss under IFRS9