3rd Edition IRB Models, the Standardised Approach for Credit Risk, and Capital Floors

WallStreetOasis.com's picture
WallStreetOasis.com - Certified Professional
Rank: The Pro | banana points 36,191

Develop credit risk models under the latest requirements mandated by the IRB and standardised approach


This marcus evans event will enable banks to discuss the latest updates from the Basel committee and how banks are developing or amending their credit risk models in order to comply with the requirements, as well as looking in detail at both the benefits and the issues with the use of standardised models, and the lessons that can be learned from the ECB's TRIM exercise. The event will also look at how a bank's credit risk modelling can be streamlined by looking at IRB models, IFRS9 credit risk modelling and the ICAAP in an integrated approach, in addition to discussing remaining key issues before the deadline for the IFRS9 implementation in January. By discussing the issues in the credit risk modelling area today, individual firms, as well as the industry as a whole, will be able to proceed in the knowledge that everyone is moving forward together.
Regulatory changes are affecting all areas of banking and credit risk modelling is no exception. Whether it be the changes resulting from IFRS9 credit risk modelling or recent updates from the Basel committee regarding internal-ratings-based approach models or the impact of the ICAAP process, there is much change occurring in the field of credit risk modelling.


  • Examine the latest updates surrounding Advanced IRB models and SA, including the capital floor
  • Consider the benefits and issues with using the standardised approach models versus internal models
  • Investigate the relationship between IRB Models, IFRS9 credit risk modelling and the ICAAP
  • Focus on the insights provided by the ECB's objectives in TRIM for the validation of IRB models




    See in Google Maps

    London, United Kingdom

    Monday, November 27, 2017 - 8:00am to Tuesday, November 28, 2017 - 6:00pm
    Event type: 
    Other Meetup