Webinar November 27: Progressing to the Next Phase of IRB – The New Age of IRB Models

In today’s rapidly evolving financial landscape, machine learning (ML) is challenging the way banks assess and manage credit risk. It introduces a data-driven paradigm that leverages vast and diverse datasets – ranging from transactional information to behavioral indicators – to uncover patterns and predict defaults with greater accuracy and speed. This shift is particularly relevant as banks face increasing pressure to enhance risk sensitivity, streamline decision-making, and comply with evolving regulatory expectations under the IRB and IFRS 9 frameworks.

This webinar will be led by our international experts and will be structured as follows:

• ECB’s expectations in terms of ML use recently expressed in the EGIM.
• Market developments in terms of ML use in the credit risk modelling space.
• Expectations on trends and upcoming challenges.

 

Further details and registration