Credit Risk Modeling 2025

Key Topics

• Regulatory Updates & Compliance Strategies
• Climate Risk Integration in Credit Risk Models
• Geopolitical Risk & Macroeconomic Factors
• IRB and IFRS-9 Model Optimization
• Economic Stress Testing for Model Longevity
• AI & Machine Learning in Credit Risk Modelling

Featured Speakers (Past Industry Leaders Include)

• Mauricio A Masondo, Citigroup – Managing Director, BSCO 2 ICM Portfolio Management
• Alexandre Petrov, Nordea – Head of Group Credit Risk Corporate & IRB Models
• Katarina Ocokoljic, NatWest – Head of Model Risk
• Koye Somefun, BNP Paribas Asset Management – Head of Multi-Asset & Solutions in Quant Research
• Zsolt Jaczko, Nationwide Building Society – Head of Retail IRB Modelling
• Roos Janssen, ABN AMRO – Regulatory Change Expert
• Bas van de Werff, De Volksbank – Senior Data Scientist
• Gunes Sari, Rabobank – Methodology Stream Lead for IFRS-9 and Stress Test Models

Key Sessions

• Regulatory Compliance & BASEL 3.1 Frameworks
• Navigating Climate Risk & Credit Risk Modelling Challenges
• Integrating Geopolitical Risk into Credit Models
• Validating Credit Risk Models with Climate Risk Data
• AI & Machine Learning for Credit Risk Prediction
• Quantifying Physical Risk Factors on Default Likelihoods

Recent Attendees

• Barclays
• ABN Amro
• Danske Bank
• BNP Paribas
• UBS
• Standard Chartered

Why Attend?

• Gain exclusive regulatory insights from top financial experts
• Learn how to incorporate AI & ML in credit risk modelling
• Understand new compliance frameworks under BASEL 3.1
• Network with global banking & finance leaders
• Walk away with actionable strategies to enhance credit risk frameworks