Global Credit Data thanks all presenters, organizers, sponsors and participants for another great conference in Vienna, with Raiffeisenbank International (RBI) being an exceptional host.
AGENDA: Link to the document
TOP SPEAKERS:
Hannes Moesenbacher, Raiffeisenbank International (RBI): The CRO’s perspective on the future of risk management
Susanne Roehrig, EBA: Finalising the EBA’s roadmap for the IRB Approach – Focus on Downturn LGD
Mark Thackham, OneSavings Bank (formerly employed at Westpac / NAB): EAD modelling for Large Corporate with Global Credit Data! Exposure at default without conversion factors
David Eschwe, Raiffeisenbank International: The business use of Advanced Analytics
One of the many highlights: “Peer discussion sessions” where credit risk specialists of the various participating banks share knowledge and discuss openly the latest developments. Here:
Costanza Righi, from Unicredit, leading the discussion on IFRS 9 model validation
Members engaging at the dinner, sponsored by Bloomberg, in the skyroom of Raiffeisenbank International:
GCD was pleased to be supported in this Vienna conference by our partners Bloomberg, who guided us through the possibility of an enhanced benchmarking that address a larger user base and FCG, who provided input on creating a reference LGD model.
