IRB Hot topics - Webinar 2: Overview & discussion of focal points for 2025
Автор: PwC Risk & Regulation Channel
Загружено: 2025-05-14
Просмотров: 283
Описание:
The regulatory landscape for IRB models is rapidly evolving, With the expected ECB's Guide for Internal Models 2025, reinforced expectations are shaping how banks must approach risk modelling and regulatory compliance. Modelling in low-default portfolios (LDPs) shall deserve special attention from our side. At the same time, banks face growing regulatory scrutiny on climate and environmental (C&E) risks.
After several years of strong investment in both IRB and IFRS 9 modelling frameworks, many banks are rethinking on potential synergies that should be built as well as in ensuring consistency across the different risk parameters.
This Webinar covers:
(1) Evolving IRB requirements in 2025 in what concerns modelling in the context of LDPs
(2) Integrating C&E factors into risk parametres
(3) Integration of IFRS 9 and IRB: divergence vs. convergence
For more information please contact:
Kaan Aksel
Partner, PwC Europe Credit Risk Modelling Lead
PwC Germany
[email protected]
Luis Filipe Barbosa
Partner, PwC Europe Credit risk Modelling & RWA Lead
PwC Portugal
[email protected]
Jose Diogo Beirao
Director, FS Risk & Reg - Risk Modelling & Analytics
PwC Portugal
[email protected]
Ozan Özmen
Manager, Credit Risk Modelling
PwC Germany
[email protected]
Повторяем попытку...
Доступные форматы для скачивания:
Скачать видео
-
Информация по загрузке:
