Credit risk management: maintaining regulatory compliance
About the course
New course and format - 3 hour course
Effective implementation of credit risk reforms begins with understanding regulatory impact and supervisory expectations. This short course provides risk professionals with a practical overview of credit risk regulatory developments related to Basel III Endgame and IFRS9, with a focus on aligning current frameworks with updated requirements for key metrics and strengthening governance and oversight.
Participants will explore the alignment of prudential and accounting requirements, the integration of stress testing and capital planning, and the data, governance and change management capabilities required to support supervisory readiness.
Participants will gain actionable insights to enhance risk management practices and effectively respond to an evolving regulatory landscape.
We recommend you take this course alongside our other two new credit risk management courses:
Learning objectives
• Analyse the impact of regulatory change on credit risk parameters
• Identify and manage common supervisory findings and implementation challenges
• Strengthen data governance, controls and audit readiness to support compliance
• Apply practical approaches to implementing regulatory change
Who should attend
Relevant departments may include, but are not limited to:
• Credit risk
• Risk modelling
• Risk management
• Model risk management
• Machine learning
• Stress-testing
• Regulation
• Compliance
• Risk governance
• Capital planning
• IFRS9
Agenda
Tutors
Zsuzsanna Tajti
Risk and regulatory expert
Zsuzsanna has over 20 years of experience spanning financial risk and regulatory management, specifically credit risk, data analytics, regulatory transformation, IRB and IFRS9 models, ESG and regulatory programs. She has worked as large and small organisations including OTP Bank as a senior market risk analyst, KBC Bank as a senior risk manager, KPMG as a product owner/IRB modelling workstream lead and NIBC Bank as IRRBB/stress-testing/ICAAP/ILAAP audit professional.
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