Our Speakers

Jan Jelovsek


Head of integrated risk

ML-based Regulatory Models

  • Current market practices.
  • Challenges and benefits of the use of ML-based IRB models.
  • Possible use cases for ML in IRB Models incl. optimization of linear models with ML methods, development of challenger models, and fully fledged operational ML models.
  • Position of the regulators regarding the use of ML for IRB models incl. implications of the EU AI Act.
Jan Jelovsek Photo ING Logo

Jurij Fedinec


Head of Credit Risk Portfolio Quantification

Estimation of Credit Conversion Factor (CCF) for Off-balance Sheet Exposures

  • How is CCF determined?
  • Regulatory requirements vs. Business needs.
  • Modelling of CCF under A-IRB approach.
Jurij Fedinec Photo Bawag Logo

Nal Mantravadi


Head of Credit Risk

Credit Risk Scoring for Fintechs : An Australian context

  • Credit risk landscape in Australia.
  • Fintech specific challenges.
  • Current solutions and outlook for the future.
Nal Mantravadi Photo Revoult Logo

Fiorella Salvucci

Intesa Sanpaolo

Executive Director - Head of Credit Risk Management Department

How compliance Will Be Impacted by the Use of AI in Making Credit Risk Decisions Both Online and Offline?

  • AI algorithms must be transparent and explainable to meet regulatory standards.
  • Compliance requires strict adherence to data privacy regulations.
  • Close monitoring by regulatory bodies necessitates compliance with guidelines.
  • Clear explanations for AI-driven decisions enhance compliance.
Fiorella Salvucci Photo Intesa Sanpaolo Logo

Alexandar petrov


Head of Group Credit Risk Corporate and IRB models unit (Leader of Leaders role, 25+ FTE)

Implementation of Margin of Conservatism (MOC) framework to address regulatory requirements of EBA/GL/2017/161 for IRB credit risk models

  • Implementation of MoC framework to address regulatory requirements of EBA/GL/2017/161 for IRB credit risk models will be discussed with practical examples.
  • MoC concept according to EBA GL: Overview
  • MoC A MoC B MoC C
  • MoC special case: Ranking deficiencies
  • Qualitative MoC
  • MoC Aggregation
  • Cyclicality/Rating philosophy as a source of MoC/add-on
Alexandar petrov Photo Nordea Logo
From navigating the impact of Basel standards to harnessing fintech innovations, we're delving deep into the strategies that will shape the future of credit risk management. Join us as we explore the driving forces behind our carefully curated topics, each chosen to address the pressing challenges and opportunities facing the banking industry today. Embark on a journey of discovery, innovation, and strategic insight. Don't miss your chance to be part of this dynamic conversation—reserve your seat now and unlock the key to sustainable banking risk management.