Annual Credit Risk Modelling under IFRS 9 2017

With the 2018 deadline for compliance now fast approaching, banks are in the crucial latter stages of reforming their credit risk models to meet the IFRS 9 standards. Banks have had to make a series of assumptions about key definitions which will have significant effects on their models without knowing if they will withstand regulatory scrutiny. This marcus evans event provides the opportunity to discuss and compare solutions to modelling challenges with other banks before implementation and to benchmark their approaches to validation. The conference will also cover the most up-to-date expectations of supervisors.