03/30/2017

Banking Risk & Regulation Summit

London, May 9-10 2017

EMEA’s premier banking risk and regulation Summit returns to London for its sixth year. Risk EMEA traditionally brings together senior financial risk and regulation professionals from around EMEA to address central challenges within financial risk management. Following extensive research conducted by the Center for Financial Professionals, the Risk EMEA agenda features 50+ CROs, Heads of Departments and regulatory representatives who will be presenting across the two days and multiple streams.

zeb will be joining the Center for Financial Professionals' 6th Annual Banking Risk & Regulation Summit and deliver a presentation on IFRS 9 and address current challenges and solution approaches, on Day Two at 11:10.

If you would like to hear from Lars Meyer, Senior Manager, register for the Summit using our 20% discount code ZEB20RE. This code can be applied when registering online www.risk-emea.com or by telephone +44 (0) 207 164 6582.

Risk EMEA Summit 2017

Engage in knowledge sharing as we review the most efficient methods to implement risk management strategies whilst ensuring compliance. In the form of presentations and panel discussions, the following is an outline of the key topics that will be addressed:

STREAM ONE – Fundamental Review of the Trading Book

  • Interpretation and implementation
  • Capital Impact
  • IMA and SBA
  • Execution
  • Aligning front to back office
  • P&L attribution
  • Risk factor modelability
  • Full revaluation and expected shortfall

STREAM TWO – Capital Management

  • Basel IV: unintended consequences
  • Capital optimisation
  • Stress testing
  • Integrating regimes
  • TLAC and MREL
  • Internal capital requirements
  • Pillar 2 management
  • Capital Floors

STREAM THREE – Credit Risk

  • IFRS 9 implementation and interpretation
  • IFRS 9 scenario generation
  • Backtesting and model validation: IFRS 9
  • IFRS 9 and IRB approach
  • IRB models
  • Counterparty credit risk and CCP
  • SA-CCR vs. IMM
  • Initial margin
  • Valuation adjustments
  • Non-performing loans