10th Annual Credit Risk Management, Modelling, and Validation

Develop, test and utilise credit risk frameworks and models incorporating Basel IV, IFRS9, IRB, climate risk and stress testing standards

This event will enable delegates to adapt their credit risk management, modelling, and validation strategies to meet the current set of macroeconomic, regulatory, and operational challenges. This meeting includes practical guidance on Basel IV, IFRS9 and IRB/AIRB, developing best practices in modelling and validation, utilising AI and Machine Learning effectively, integrating climate risk and credit risk, anticipating new regulatory requirements, and adapting models to macroeconomic conditions.