3rd Annual
Banking
Credit risk summit
6th - 7th of February 2024, Budapest
(Time Zone: CEST)
Join us in-person or online
2 DAYS CONFERENCE
The Event!
After a great success of our previous event, we are now getting ready to welcome the most renowned speakers from the top financial sector to discuss the latest trends and challenges that banking industry is facing at the moment.
At our 3rd Annual Banking Credit Risk Summit you will have an opportunity to join us in-person or online. We strongly encourage you to join us physically as the event is fully equipped with networking opportunities over coffee breaks, cocktail reception, lunches, etc. where you will have a possibility to meet and discuss with decision makers from the industry.
Participants can explore a wide range of sessions including case studies, round-table discussions, panel discussions, workshops, Q&A sessions etc.
We will be looking forward to meeting you at our event!
Key Topics
– Adapting credit risk modelling to regulatory compliance
– How to incorporate macroeconomic issues within credit risk despite the lack of data
– Credit risk of 2024: seeking alternatives in times of uncertainty
– Ensure climate data quality to mitigate the exposure to financial losses within credit risk modelling
– Identify the best methods to include esg in credit risk models
– Establish the most effective methodology to develop and manage ai and ml models employing relevant data
Some of our previous Keynote Speakers
“get inspired from the world’s leading experts”
Daniele FORNI
Director Credit Insights & Intelligence
HOW DOES DATA AND TECHNOLOGY AFFECT APPETITE AND RISK DECISIONS?
- Have you ever noticed how risk management and technology have become more and more intertwined?
- Are incentives aligned in large organisations when making appetite decisions?
- Are risk manager professionals ready for a much more complex and sophisticated environment?
This presentation’s goal is to answer these questions by providing real life examples and changing the perspective on how to address risk issues.
Kiran YALAVARTHY
Head of Risk Modeling Group at Wells Fargo
DESIGNING INHERENTLY INTERPRETABLE MACHINE LEARNING FOR CREDIT MODELS
- Pitfall of post-hoc explainability in XAI
- The importance of inherently interpretable Machine Learning
- Real world case study: home lending credit default
Rita GNUTTI
Executive Director Internal Validation and Controls, Group Chief Risk Officer area
Assess the impact of current conditions and technologies on credit risk model validation process:
- Technology and AI solution optimizing validation reporting and regulatory assessment
- Cross assessment of PD parameter for different purposes: AIRB Models , IFRS 9 models, IRC models: the complexity of low default portfolios
Fernando BLAUZWIRN
Group Chief Credit Officer at Quintet Private Bank
ENSURE CLIMATE DATA QUALITY TO MITIGATE THE EXPOSURE TO FINANCIAL LOSSES WITHIN CREDIT RISK MODELLING
- How to mitigate the potential financial losses related to climate change?
- Vulnerability of banks to climate-related credit risk. Are these risks taken seriously? How are banks prepared?
- What challenges of green finance do banks have to deal with?
Sotiris MIGKOS
Head of Model Risk
ESG AND MODEL RISK MANAGEMENT
The presentation discusses the nexus between ESG and model risk management. In particular, it provides an overview of ESG risks and focuses on the challenges in modelling, measurement and validation. Specifically, it covers:
- An introduction on ESG risks and modelling.
- The regulatory environment.
- The data challenges and market consistency.
- The case for Model Validation.
Suman MUKHERJEE
Director at UBS || Model Risk Management || Climate Risk || CCAR || CECL || IFRS 9 || BASEL
CLIMATE RISK AND REGULATORY EXPECTATIONS
- Introduction to climate risk
- real life examples of climate risk
- Increasing climate risk regulatory regulations
- ECB climate risk stress test results
- Climate risk modeling
- Climate risk reports
Who Should Attend
CROs, CEOs, CFOs, COOs, VPs, MDs, Global Heads, Directors, Department Heads and International Managers from Banking industry involved in:
- Credit Risk
- Credit Risk Analysis
- Credit Risk Control
- Credit Risk Models
- Credit Risk Review
- Credit Risk Systems
- Credit Analysis
- Credit Model Strategy
- Credit Officer
- Credit Research
- Counterparty Credit
- Financial Counterparty Risk
- Financial Institution Risk
- Framework and Model
- Funds Transfer
- IFRS9 Regulations
- Model Risk
- Model Validation
- AIRB Modelling
- Portfolio Models
- Portfolio Strategy
- Regulatory Strategy
- Risk Appetite
- Risk Cost Management
- Risk Methodology
- Risk Modelling
- Risk Validation
- Methodologies
- Stress Testing
Companies you will meet
Sponsors & Exhibitors are Welcome
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Sponsorship opportunities
If you are looking to build awareness of your brand or you would like to showcase your products or services to as many decision makers in Banking Credit Risk as possible, than the “3rd Annual Banking Credit Risk Summit” will meet and exceed your expectations.
Marxo Smith sponsorship opportunities are designed to fit your business needs starting from pre-build packages to creating your own sponsorship packages, no matter how big or small your budget.
Download the program to see how you can get involved.
PREVIOUS EVENT SPONSORS
Loxon is a trusted business solutions provider with over two decades of experience in end-to-end credit management solutions. Since 2000, we have been offering comprehensive, integrated lending, collection, and risk management solutions specifically tailored to the financial services industry.
By seamlessly merging our extensive industry acumen with cutting-edge technology, we have established ourselves as a leading player in the market. Our customer-centric approach is dedicated to providing a reliable, competitive edge that unlocks maximum business potential.
Committed to staying at the forefront, we employ over 200 professionals, serving over 80 financial brands worldwide, ensuring we deeply understand and meet the evolving needs of the global marketplace.