Date | 14-16 September 2026
Location | London, United Kingdom
Optimise credit risk management strategies in an age of increased macroeconomic volatility, growing regulatory pressures and advancements in AI
The regulatory environment continues to increase in complexity as the EBA and the PRA provide new guidelines and updates to the requirements for credit risk professionals. This causes strain on already over-stretched credit risk teams and in turn has led to a demand for greater efficiency in processes and workflows whilst maintaining robust and rigorous credit risk management. Hand in hand with this comes the development in AI and machine learning which the industry is keen to adopt to combat organisational friction and enhance the predictive power of their credit risk models. This is an area where there are still a lot of unknowns and presents particular challenges for credit risk validation teams but there is a keen appetite and is a growing area of investment. In addition to all of this, the modelling of credit risk itself is becoming challenged due to the need to account for increasingly volatile external factors (Climate, geopolitical etc.) which have an impact on credit risk but aren’t easily quantifiable and inserted in credit risk models.
The Marcus Evans 14th Annual Credit Risk Management, Modelling and Validation EMEA conference will explore how credit risk management continues to be challenged with increased regulatory requirements from the implementation of Basel 3.1 and CRR3 across the UK and Europe and growing appetite to harness the use of AI and machine learning. As banks across Europe and the Middle East tackle this in the context of growing geopolitical and macroeconomic volatility, this event will share case studies from leading institutions on how to optimize credit risk models to adapt to these emerging risks and ensure alignment with regulatory and supervisory guidelines. In addition, delegates will come away with insights to align credit risk modelling and validation with the latest model risk management guidelines and optimize workflows to tackle increased model approval timelines.
Topics Covered:
- Consider the future of IRB and the standardised approach (SA) for different asset classes across retail and wholesale banking credit risk
- Examine the latest guidelines on CCF models to ensure regulatory compliance and avoid unnecessary capital burden
- Capture sector specific risks in credit risk modelling to ensure robust credit risk management for corporate
- Examine the role of scenario analysis to accurately manage credit risk in an increasingly volatile macroeconomic environment
- Examine the impact of geopolitical risk on credit risk management and modelling to adapt to emerging risk drivers
- Consider the role of alternative data in credit risk modelling to overcome gaps in traditional historical data
Best Practices and Case Studies from:
- Darius Grinvaldas, Head of Credit Risk Baltics, SEB Group
- Theodora Leonidou, Head of Credit Risk, Handelsbanken
- Haitham Mohamed, Head of Credit Risk Monitoring, EBANK
- Jelena Bojanic, Head of Model Methodology and Development Department, Erste Group
- Erdem Ultanir, Head of IRB Wholesale Credit Risk Quantitative Analytics, Barclays
- Fiorella Salvucci, Executive Director – Head of Credit Risk Management Department, Intesa Sanpaolo
Special discounts available to AGRC members! For more information please contact: Stefanos Ioannou, Digital Media and PR Executive at stefanosi@marcusevanscy.com or visit: https://tinyurl.com/3u8dy7v3
