Inspiring Credit Risk Modelling Conference

February 17th and 18th 2020

Dear Sir or Madam,

Thank you for your interest in PwC’s Inspiring Credit Risk Modelling Conference on the future of regulatory and business-driven models. This event will be held at the Frankfurt Marriott Hotel in Frankfurt am Main on Monday February 17th and Tuesday February 18th 2020.

Risk modelling has been one of the main sources of concern for banks over the last few years – and, as such, one of the main focuses of investment. With the altered regulatory rules and new supervisory expectations, banks have to make urgent and fundamental changes to their models to meet the new standards. Meanwhile, the need to increase revenues and/or cut costs has become an ever more pressing issue.

How is your bank going to weather this storm of altered rules and new supervisory expectations? Are you reshaping your models to meet the new standards? How are you harnessing new technologies? Redefining default, revising historical datasets, introducing new data standards and implementing revised validation procedures are just some of the steps that need to be taken to avoid increases in RWA or reputational damage.

Over the course of two days, we will bring together international PwC experts, practitioners from the banking industry and supervisory bodies. Together we will gain insights in the current hot topics: IRB Modelling, Basel IV, AI and machine learning, and data-driven solutions for regulatory purposes. We will explore what IRB 2.0 will mean for the industry and where the EBA, ECB and Basel IV will take us next. We will also examine how to organise modern and cost-efficient model development and validation functions, and how latest technologies can help enhance profitability.

PwC is a thought leader in the areas of credit risk, regulatory management and risk modelling. We are continuously supporting our clients by providing sustainable solutions for development, implementation and validation of regulatory models, as well as for modelling optimization and prompt responses to business challenges.

To register for this event, please click on “Registration” in the menu above. Registration is open until Monday February 10th 2020. You will receive a confirmation e-mail once you have registered for the event.

We look forward to seeing you in Frankfurt am Main!

Yours sincerely,
Martin Neisen
Partner, Global Basel IV/CRR II Leader
Mariusz Śpiewak
Partner, Financial Sector Leader, Poland
Kaan H. Aksel
Director in Regulatory Quant Team
For content-related questions
Kaan H. Aksel
Tel.: +49 160 95648160
For general questions
Lisa Rogojski
Tel.: +49 69 9585-3972
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This event is free of charge. Only travel costs are to be borne by the participants. PwC assumes all taxes incurre according to section 37(b) of the Income Tax Act (Einkommensteuergesetz, or EStG) on benefits in kind. Any German income tax obligations that arise shall thus be satisfied by PwC.
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