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Model Risk and Validation in Credit Models
Establish robust governance and validation processes to minimize the risks posed by IFRS 9, decisioning, and other credit models
5-6 Dec 2018
Kuala Lumpur, Malaysia
- Why You Should Attend
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Model Risk and Validation in Credit Models
As models in the credit space become both more widely used and more complex, banks and regulators alike are becoming more and more aware of the threat posed by model risk. Consequently credit risk modelers urgently need to ensure their models are validated, used, and maintained correctly, tasks which are made all the more difficult by the ground shaking implications of the new IFRS 9 standard.
Attending this premier GFMI conference will give delegates practical, real world examples of the validation and governance practices required to manage and mitigate model risk in credit models. Detailed case studies will present frameworks which can be used to monitor and manage models, and in depth sessions will explain how to minimize the risks associated with implementation of the new IFRS 9 standard.
- Key Topics
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- DBS offer an in-depth analysis on how to minimise model risk in basel credit models and how to increase the standardisation of modelling approaches
- Kasikorn Bank discuss the development of a framework to quantify the level of model risked faced by banks and the level of success of each framework
- ABN AMRO Clearing Bank look at the ways to find the balance between model risks and the business to avoid over reliance on models
- HSBC talk about the different ways banks can mitigate the model risk presented by the lack of data and how to overcome the data challenges
- Why Choose GFMI marcus evans?
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marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.
Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.
- Event Sponsors
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Silver Sponsor Experian Visit website >>
- Practical Insights From
- Click Here For Full Agenda
- Voice of Our Customers
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- Comprehensive and well structured programme with an open and engaging style of presentation. Investec
- Useful, actual, practical. OJSC Bank URALSIB
- High level expertise, very well organised, very worth the time attending. OCBC
- The conference was very professionally managed, good follow up from the coordinators. ANZ
- Very, very helpful. Please do it again. Morgan Stanley
- Join the Discussion
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- Event Contact
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For all enquiries regarding speaking, sponsoring and attending this conference contact:
Miss Bernardine Michael - Regional Director (Digital,Media & PR) APAC & MEA
marcus evans Kuala Lumpur , Suite A-20-1, Level 20
Hampshire Place Office, 157 Hampshire, 1, Jalan Mayang Sari
50250 Kuala Lumpur
Telephone: +603 2603 2597
Fax: +603 2603 2597
Email: BernadineM@marcusevanskl.com