14th Annual Credit Risk Management, Modelling and Validation EMEA
September 14 – 16, 2026 | London, United Kingdom Optimise credit risk management strategies in an age of increased macroeconomic volatility, growing regulatory pressures and advancements in AI
The Marcus Evans 14th Annual Credit Risk Management, Modelling and Validation EMEA conference will explore how credit risk management continues to be challenged with increased regulatory requirements from the implementation of Basel 3.1 and CRR3 across the UK and Europe and growing appetite to harness the use of AI and machine learning. As banks across Europe and the Middle East tackle this in the context of growing geopolitical and macroeconomic volatility, this event will share case studies from leading institutions on how to optimize credit risk models to adapt to these emerging risks and ensure alignment with regulatory and supervisory guidelines. In addition, delegates will come away with insights to align credit risk modelling and validation with the latest model risk management guidelines and optimize workflows to tackle increased model approval timelines.
Topics Covered:
- Consider the future of IRB and the standardised approach (SA) for different asset classes across retail and wholesale banking credit risk
- Examine the latest guidelines on CCF models to ensure regulatory compliance and avoid unnecessary capital burden
- Capture sector specific risks in credit risk modelling to ensure robust credit risk management for corporate
- Examine the role of scenario analysis to accurately manage credit risk in an increasingly volatile macroeconomic environment
- Examine the impact of geopolitical risk on credit risk management and modelling to adapt to emerging risk drivers
- Consider the role of alternative data in credit risk modelling to overcome gaps in traditional historical data
Best Practices and Case Studies from:
- Darius Grinvaldas, Head of Credit Risk Baltics, SEB Group
- Theodora Leonidou, Head of Credit Risk, Handelsbanken
- Haitham Mohamed, Head of Credit Risk Monitoring, EBANK
- Jelena Bojanic, Head of Model Methodology and Development Department, Erste Group
- Erdem Ultanir, Head of IRB Wholesale Credit Risk Quantitative Analytics, Barclays
- Fiorella Salvucci, Executive Director - Head of Credit Risk Management Department, Intesa Sanpaolo
Special discounts available to Private Banking members! For more information please contact: Stefanos Ioannou, Digital Media and PR Executive at stefanosi@marcusevanscy.com or visit: https://bit.ly/4abR30y
