"A well structured and highly informative event."
"Thorough, in depth analysis of credit risk techniques."
Europe's only dedicated retail credit risk event - now in its 10th year
• 20 Retail Credit Risk experts
• 18 Panels and case studies
• 15 Heads of Risk and Modelling
• Align CRR and IFRS9 models
• Develop downturn LGD models
• PiT v TTC model development
• Stress Testing mortgage portfolios
• Model risk and model review
• UK model priorities for 2015
• BCBS Revised standardised approach to credit risk models
• Mortgage Credit Directive
Shaped by Heads of Risk and Modelling, Retail Credit Risk remains the foremost European forum on retail credit risk issues. Add your voice to the conversations in 2015.
Welcome to Retail Credit Risk 2015, Europe's leading forum on credit risk modelling, management and regulation for European Banks and Building Societies.
As you will well know, the last 10 years have brought unprecedented new challenges for credit risk professionals. The introduction of Basel II models, the IRB and standardised model process and IFRS provisioning standards have brought new levels of complexity to modelling credit risk. The impacts of the financial crisis also continue to be felt on business operations, loan origination and interest rate volatility.
Now in its 10th year, the Retail Credit Risk forum has enabled 100s of Heads of Risk and Modelling to find and implement solutions to the challenges facing the industry. With new regulatory and business pressures in 2015, no doubt this expert forum will continue to be of great value to all credit risk practitioners.
Please view the Retail Credit Risk forum latest agenda to see the full benefits of attending in 2015.
IFRS9 Expected Credit Loss
Modelling and Measurement
28 April 2015 - Central London
Led by - Steven Hall, Partner Financial Risk, KPMG
See the workshop agenda now to learn more.
Driven by industry priorities, the agenda for Retail Credit Risk is developed by practitioners for practitioners.
Key issues under discussion in 2015 include:
UNDERSTAND NEW REGULATORY UPDATES:
• Regulatory credit risk model priorities
• BCBS Revised Standardised Approach
• Mortgage Credit Directive implications
• Workshop - Aligning IFRS9 and credit risk
ENHANCE CREDIT RISK MODELS:
• Regulatory compliant PiT & TTC models
• Coherent downturn LGD models
• Appropriate modelling for unsecured lending
• Conducting effective annual model reviews
• Panel - Model review and calibration
ADAPT THE BUSINESS:
• 10 Years of credit risk modelling and their impacts
• Applications of social media in decision models
• From credit risk monitoring to effective collections
• Stress testing mortgage portfolios
• Panel - Navigating risk and growth in retail portfolios
"Good opportunity to hear from the regulator and industry practitioners"