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Global Financial Markets Intelligence

Global Financial Markets Intelligence

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

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

  • 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?

    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.

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    Practical Insights From

    Alexander Petrov
    Head of Group Credit Risk Corporate and IRB Models Unit
    Nordea, Sweden

    Simon Goo
    Head of Group Risk Analytics
    UOB, Singapore

    Ruchi Sangal
    Head: Enterprisewide Credit Risk Stress Testing
    Standard Chartered, Singapore

    Cathryn Huang
    Head of Risk
    ABN AMRO Clearing Bank, Singapore

    Saptarshi Mukherjee
    Vice President, Head of Model Risk Management
    Societe Generale, India

    Balakerthy Punyakoti
    Head of Regulatory Modelling Teams
    HSBC, Hong Kong

    Click Here For Full Agenda

    Voice of Our Customers
    • 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
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    Event Contact

    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

    +603 2603 2597
    Fax: +603 2603 2597
    Email: BernadineM@marcusevanskl.com