#1200352: Credit Risk Modelling for Banks - 2018 European Practioners' Forum

Description:

Addressing Recent Basel IV, IFRS 9, EBA and PRA Regulatory Developments and their Solutions Today's key Regulatory Credit Risk Modelling challenges addressed... Cyclicality of IRB Probability of Default (PD) Models EBA’s Loss Given Default (LGD) Estimation EBA’s Definition of Default Requirements IFRS 9 Modelling and EBA Stress Testing Basel and IFRS 9 Credit Risk alignment Validation of Credit Risk Models ECB’s TRIM (Targeted Review of Internal Models) Basel IV Standardised Requirements Basel IV IRB Restrictions Basel IV Output Floors Stress Testing and Forecasting

More info:

https://finance.knect365.com/credit-risk-modelling-for-banks/?utm_medium=email&utm_campaign=Promo%20pay%20%2F%20FKM63595%20%2F%20EM1%20%2F%20Infoline&utm_source=Credit%20Risk%20Modelling%20For%20Banks%202018&user_id=900052920307&tracker_id=024SX4G7B

Date added	Feb. 5, 2018, 1:03 p.m.
Source	Knect365
Subjects	Banking News / Finance News   Basel II / Basel III / Basel IV / BCBS 239 / Basel 4 / Basel 3.1   Conferences and Seminars Europe   Conferences IT Security General   IFRS 9 / IFRS 17
Venue	London, April 24, 2018, midnight - April 25, 2018, midnight
Country	United Kingdom