Credit Risk Modelling and IFRS9

  • 4 days
  • Quant & model risk
  • 8 CPD points
View Agenda

Key reasons to attend

  • Learn about the regulatory risk implications of credit risk models 

  • Interpret the diverse necessary data for IFRS9 model validation 

  • Explore Implement AI and ML when developing credit risk models  

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Customised Solutions

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Working with the portfolio of expert tutors and’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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About the course

Join us in this 4-day learning event where delegates will be able to comprehend the regulatory implications of credit risk modelling, learn how to consistently manage IFRS9 model risk and evaluate risk stage determination.  

Proper implementation of models is fundamental in the current uncertain environment. Delegates will learn how to deal with loss and exposure given default.  

Delegates will also gain a comprehensive understanding of this important landscape and its most recent changes Interactive presentations from expert speakers will share their forward-looking insights and innovative solutions for credit risk modelling and IFRS9.  

Learning objectives

  • Differentiate between retail and corporate credit models 

  • Implement the latest tools and techniques used to measure, manage, and monitor credit risk 

  • Evaluate the different components of the validation of IFRS9 

  • Overcome the emerging challenges when conducting stress testing under IFRS9 

  • Assess the importance of available data for modelling  

  • Explore credit risk models in the setting and consideration of the Basel and IFRS 9 guidelines 

Who should attend

Employees whose job responsibilities may include but are not limited to: 

  • Credit risk 

  • Model risk 

  • Risk modelling 

  • Risk specialists 

  • Model risk management  

  • Stress testing 

  • Internal auditors 


September 19 - 22, 2022

Time zones: EMEA / APAC
Start time: 08.30 BST / 15.30 HKT
Finish time: 10.45 BST / 17.45 HKT


  • Introducing credit risk models 

  • Implementation of model governance 

  • Credit models: retail and corporate 

  • Developments for credit risk modelling 

  • The IFRS9 framework 

  • Managing a robust IFRS9 model risk 

  • IFRS9 model validation  

  • What does the IFRS9 model validation entails 

View detailed agenda


  • Jianqing Xu, Regulatory Controllers Director, Morgan Stanley

  • Pintu Ghosh, Experienced Professional in Financial Services

  • Carl Chan, Director, Accuracy

  • Dr. Sorin M. Vlad, Head of Credit Risk Modelling, UniCredit Bank

  • Navin Rauniar, Partner, Tata Consultancy Services

  • Maria Kostova, Credit Risk Quantitative Manager - EMEIA, Financial Services Risk Management, EY

  • Ushnish Banerjee, EMEA GAQ - Model Risks, Morgan Stanley


This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

Pre-reading materials

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