ww

w.fl

emin

g.ev

ents

14th

Ann

ual

Credit Risk Management ForumHow is it to live in post IFRS9 world with TRIM and stress tests challenge from Credit Risk Management perspective?

ConferenCe

6 - 7 June 2018, Vienna

Gold Sponsors:

Confirmed speakers:

Guido SoppFMA, AustriaTeam IFRS Enforcement and Technical Accounting

Codrut ConstantinCredit Agricole Consumer Finance, FranceRecovery Expert

Cosimo PaccianiEuropean Stability Mechanism, LuxemburgCRO

Stephan WiehlerCredit Suisse, SwitzerlandHead of Rating Models and Stress Testing

Guenther HelbokUnicredit Bank Austria, AustriaHead of OpRisk, RepRisk and Credit Risk Validation

Sabrina KuhrnUnicredit Bank Austria, AustriaData Scientist

Peter MagalaVUB Banka, SlovakiaCRO

Hakan Yar (TBC)Mitsubishi UFJ Investor Services & Banking (Luxembourg) S.A.CRO

Massimo MoriniBanca IMI, ItalyHead of Interest Rate and Credit Models

Stephan StockingerUnicredit Bank Austria, Austria, Head of Credit Risk Coordination

Jozef ZubrickýErste Bank Group, AustriaHead of Group Credit Risk Models and Methods

Ian GloverAddiko Bank, AustriaHead of Group Retail Risk

Gyorgy GaldiOTP Bank, RomaniaChief Risk Officer

Jelena BojaničErste Bank Group, AustriaHead of Audit Risk Model Group

Tobias NollRSU Rating, GermanySenior Relationship Manager

Tamas ErniLoxon Solutions, HungaryChairman

Bruce BrenkusSpotcap, GermanyCRO

Hanna SarrafBank of Ireland, IrelandHead of Risk Strategy

Tomáš KořínekČSOB, Czech republicChief Risk Officer

What will you find out: How would you conduct

stress testing based on IfrS 9 requirements?

How would you deal with the potential unintended consequence of TrIM?

How would you deliver sustainable profitability under current regulatory framework?

Why to attend: established event in fleming.

finance portfolio

27 speakers in 2017, variety of european high level speakers

Addressing post IfrS 9 world & stress tests challenge

Looking at geopolitical effects

Special features:6 Cros attending the event

7 interactive sessions boosting interactivity among the audience

Wrapping roundtables to tackle unanswered questions during the day

Longer networking breaks to engage networking and discussions

Knowledge Partner:

www.fleming.events

8:50 Welcoming note from Fleming.

9:05 Slido Introduction

9:15 Opening remarks from the Chairman

Codrut Constantin, Credit Agricole Consumer Finance, France, Recovery Expert

9:25 Meet & GreetExchanging business cards and getting to know each otherTasks:a/ find out who are the people at the eventb/ exchange your business cards with them

9:35 Opening panel discussion: Post IFRS 9 world and effects•WhatareapplicationissuesofIFRS9?•Whatwillbethemodelingaspects•Whatwillbethebenchmarkingexercises?Panelists to be confirmed:Peter Magala, VUB Banka, Slovakia, CROGyorgy Galdi, OTP Bank, RomaniaChief Risk OfficerTomáš Kořínek, ČSOB, Czech republicChief Risk OfficerHanna Sarraf, Bank of Ireland, IrelandHead of Risk StrategyIan Glover, Addiko Bank, AustriaHead of Group Retail Risk

10:10 Challenges for internal models - Examining the potential of pool models”Tobias Noll, RSU, GermanySenior Relationship Manager

10:40 40 mins networking break

11:20 Stress testing in the context of sluggish economic environment•Howtodeliverdecentamountofequitywith

regards to passing stress tests•Howtoachieverequiredamountofcapitalunder

current conditions?Stephan Wiehler, Credit Suisse, SwitzerlandHead of Rating Models and Stress Testing

11:50 The issues of targeted review of internal models•Howtoovercomethenervousnessofchanging

rules by regulators•Isthereawayhowtosustainbanksprofitability

under TrIM?Jelena Bojanič, Erste Bank Group, AustriaHead of Audit Risk Model Group

12:20 HAVE YOUR qUESTION ANSWEREd20 mins session to address the questions that had no chance to be answered during the morning

12:40 Lunch time

14:00 ROUNdTABLE dISCUSSION: Internal models vs. external rating•Simplequestionsareusuallythemostdifficultto

answer•Whatmodelsdoyouuseinyourorganizations?

Why?•Whatmodelsaresufficientundercurrent

conditions?Topic A: Are you for Internal models? Why?Topic B: Are you for external rating? Why?

14:20 PANEL dISCUSSION: Passing stress tests on IFRS 9 requirements•Howcanthathappen?•Isthatawaytohitthecapitalrequirements?•IsthereawaytogeneratesufficientlevelofequityPanelists to be confirmed:Massimo Morini, Banca IMI, ItalyHead of Interest Rate and Credit ModelsStephan Stockinger, Unicredit Bank Austria, Austria, Head of Credit Risk CoordinationStephan Wiehler, Credit Suisse, SwitzerlandHead of Rating Models and Stress TestingTomáš Kořínek, ČSOB, Czech republicChief Risk OfficerIan Glover, Addiko Bank, AustriaHead of Group Retail Risk

DAY 1June 6, 2018

tel.: +421 257 272 232 email: monica.jones@fleming.events

www.fleming.events

DAY 1June 6, 2018

14:50 Session reserved for Loxon SolutionsTamas Erni, Loxon Solutions, HungaryChairman

15:20 45 mins networking break

16:05 Are we calculating provisions right? – IFRS 9•WhatisthemodelingaccesstoIFRS9?•Whatisthebenchmark?•Whatmodelingaccesstousetoapplytoallign

towards IfrS 9?Guido Sopp, FMA, AustriaTeam IFRS Enforcement and Technical Accounting

16:35 delivery of sustainable profitaibility given the increased level of capital requirements•Howincreasedlevelofcapitalrequirementsaffects

profitability?•Whatactionstepstotaketosecuresustainable

profitability based on capital requirementsGuenther Helbok, Bank Austria, AustriaHead of OpRisk, RepRisk and Credit Risk ValidationSabrina Kuhrn, Unicredit Bank Austria, AustriaData Scientist

17:05 Banks and Sovereign Risk using Shadow Rating approach. Case study from a Commercial Bank •Shadowratingmodelphilosophy•Datasourcesandchhallengeswithhistoricaldata•ReagulatoryexpectationsJozef Zubrický, Erste Bank Group, AustriaHead of Group Credit Risk Models and Methods

17:35 WRAPPING ROUNdTABLESplitting into roundtables and discussing top 3 challenges of Credit Risk at the moment:Topic A: How would you conduct stress testing

based on IfrS 9 requirements?Topic B: How would you deal with the potential

unintended consequence of TrIM?Topic C: How would you deliver sustainable

profitability under current regulatory framework?

17:50 Closing remarks from the Chairman

18:00 Evening reception

Every participant is invited to the Evening Reception organized by Fleming. application

Use sli.do live application for Q&A, Polls and Slides at our events

Ask questions Vote in polls See the up–to–date agenda

View slides in real time and download them

Discusstopicsviathe interactive wall

network with other delegates on-line

applicationUse sli.do live application for Q&A,

Polls and Slides at our events

Ask questions

Vote in polls

See the up–to–date agenda

View slides in real time and download them

Discusstopicsviathe interactive wall

network with other delegates on-line

tel.: +421 257 272 232 email: monica.jones@fleming.events

www.fleming.events

DAY 2June 7, 2018

9:00 Opening remarks from the Chairman

9:10 Funny Quiz!

9:20 Passing How can we predict models performance•Whatisthecapacityofpeopletogenerateincome•Howdemographicswillhaveanimpacton

performance•Arethecurrentmodelsgoodenoughtopredict

future performance?Cosimo Pacciani, European Stability Mechanism, Luxemburg, CRO

9:50 PANEL dISCUSSION: How current geopolitics situation affects the stability of credit risk models and their behaviour?•SituationinGermanyandSpainandtheinfluence

on europe•Whattypeofriskfromcreditriskpointofviewwill

we have to take into consideration?•HowrisinglevelofextremisminEuropewillaffect

credit risk and incorporation of other factors to risk models

Panelists to be confirmed:Massimo Morini, Banca IMI, ItalyHead of Interest Rate and Credit ModelsStephan Wiehler, Credit Suisse, SwitzerlandHead of Rating Models and Stress TestingCosimo Pacciani, European Stability Mechanism, Luxemburg, CRO

10:30 Session reserved for a sponsor

11:00 Networking Break

11:50 dISCUSSION INTERVIEW: How growing competition as finTechs & P2P companies affect lending portfolio and models of standard banks?

Panelists to be confirmed:Bruce Brenkus, Spotcap, Germany, CROIan Glover, Addiko Bank, AustriaHead of Group Retail RiskGyorgy Galdi, OTP Bank, RomaniaChief Risk Officer

12:20 IFRS 9 effect on CollectionsCodrut Constantin, Credit Agricole Consumer Finance, France, Recovery Expert

12:30 ROUNdTABLE dISCUSSION: Effect of IFRS 9 on CollectionsLed by: Codrut Constantin, Credit Agricole Consumer Finance, France, Recovery Expert

12:50 FAREWELL ROUNdTABLES:We will collect all the questions asked during the event and pick the best ones to be discussed during final roundtable sessions

13:10 Evaluation sessionDelegates will have a chance and time to evaluate the event via sli.do

13:20 Voting for the best speakerSelecting the best speaker via voting in sli.do

13:30 Raffle TimeWin a prize from the sponsors or the organizers

13:40 Best speaker announcement

13:50 Closing remarks from the Chairman

14:00 Lunch Time and Farewell

You are really welcomed to join the event. Looking forward to it!Matej OpetConference DirectorT: +421 257 272 227E: matej.opet@fleming.events

tel.: +421 257 272 232 email: monica.jones@fleming.events

Darius Slavik | MD, Corporate Learning Programs

T: +421 257 272 180 | M: +421 918 447 166

CONTACT US TO GET STARTED

APPLY! Get the real ROI by achieving the highest implementation rate of your learning

CUSTOMIZE!in the privacy of your organization

ENGAGE! Make your onboarding and training count with our interactive e-learning programs

This one’s

for you

Why choose our corporate learning programs

Only

CORPORATE LEARNING

In-houseTraining

BlendedLearning e-Learning

Custom Content

e- Learning

Complex Learning Experience

14th Annual Credit Risk Management Forum

Terms and Conditions:1. PAYMENT TERMS. Fleming Events, s.r.o. (hereinafter as “FE”) requires the full payment of the invoiced amount within 7 working days

from the issue date of the invoice. FE reserves the right to refuse entry to any client who does not pay the invoice in full and on time. If the payment is not received on FE’s account on the seventh day from the date of the issue of the invoice, FE is entitled to charge the Client an overdue interest of 5% p.a. for every day, for which the Cleint’s payment is overdue. The registration fee includes: conference documentation, admission to all conference sessions, lunches and refreshments, admission to networking social breaks during the event. The registration fee does not include: travel, hotel accommodation, transfers or insurance.

2. HOTEL ACCOMMODATION. Overnight accommodation is not included in the registration fee. A reduced rate may be available for FE’s clients at the hotel hosting the event. The reservation form will be sent to the client after the venue has been confirmed, but no later than one month before the event begins.

3. CANCELLATION BY CLIENT. The client has the right to cancel his/her participation in the event. Cancellation must be received by FE in writing, either by mail, email or fax. If the client cancels with more than one month’s advance notice before the start of the event, FE shall be entitled to retain and charge 50% of the total invoiced amount. If the client cancels with one month’s (or less) advance notice, or fails to attend the event, then the client shall not be entitled to any refund nor any discount. Client’s failure to attend the event does not cancel, decrease or in any matter waives the client’s obligation to fully pay the fee invoiced to the client by FE.

4. CANCELLATION BY FE. While every reasonable effort is made to adhere to the advertised program, circumstances out of the control of FE can arise, which may cause changes in the program, including but not limited to changes in the content, date(s), location or venue, or special features of the planned event. Such circumstances include but are not limited to acts of terrorism, war, extreme weather conditions, compliance with government requests, orders and legal requirements, failure of third party suppliers to timely deliver, and failure to register the minimum targeted amount of attendees for a given event. FE reserves the right to change the content, date(s), location or venue and/or special features of an event, to merge the event with another event, or to postpone it or cancel it entirely as appropriate under the circumstances. Client agrees that FE shall not be liable for any cost, damage or expense which may be incurred by client as a consequence of the event being changed, merged with another event, postponed or cancelled and client agrees to hold FE harmless and to indemnify FE for any liability caused by any such changes, mergers, postponements or cancellations to the Client.

5. CANCELLATION OF THE EVENT. In case FE cancels the event, FE may offer the client a full credit up to the amount actually paid by the client to FE. This credit shall be valid for up to one year from the issue date of the invoice to attend any of FE’s events. The client shall not be entitled to this credit as a contractual right.

6. CLIENTS IDENTIFICATION INFORMATION. By signing of this sales contract and these terms and conditions the client gives full right to FE to share the client’s identification information such as, but not limited to, client’s name, address, email addresses, phone numbers and names of representatives with third parties, which participated on the same event as the client.

7. GOVERNING LAW. This contract shall be governed and construed in accordance with the laws of the Slovak Republic (not including its conflict of laws provisions). Any disputes arising out of this contract shall be brought before the courts of the Slovak Republic situated in the city of Bratislava in the Slovak Republic.

8. INDEMNIFICATION. To the fullest extent permitted by the law, you agree to protect, indemnify, defend and hold harmless FE, its owners, managers, partners, subsidiaries, affiliates, officers, directors, employees and agents, from and against any and all claims, losses or damages to persons or property, governmental charges or fines, penalties, and costs (including reasonable attorney’s fees) (collectively “the Claims”), in any way arising out of or relating to the event that is the subject of this contract, and regardless of negligence, included but not limited to, Claims arising out of the negligence, gross negligence or intentional misconduct of FE employees, agents, contractors, and attendees; provided, however, that nothing in this indemnification shall require you to indemnify FE Indemnified parties for that portion of any Claim arising out of the sole negligence, gross negligence or intentional misconduct of the FE parties.

9. OTHER CURRENCIES. In case that client requests payment in other than FE’s official currency (EUR), FE reserves the right to apply 8% currency risk surcharge to the actual exchange rate.

10. OTHER CONDITIONS. Any terms or conditions contained in the client’s acceptance which contradict or are different from the terms and conditions of this registration document shall not become part of the contract unless individually negotiated with FE and expressly accepted by FE.

6 - 7 June 2018, Vienna

27 € admin istration charge and 20% Austria VAT will be appliedPayment is required within 7 working days

IfyouwishtopayinUSD($)orGBP(£)pleasecontactusformoredetails.

In the name of fleming events, s.r.o. I hereby declare fleming events, s.r.o. will adhere to this sales contract & terms & conditions

EDUARDVAcUlA,Director

Under european Union and Austria tax regulations delegates are required to payVATinanyconferencetakingplaceinAustria.Delegatesmaybeentitledtoreclaim this cost.

Sales Contract

PLEASE COMPLETE THIS FORM AND SEND IT BACK TO:

PHONE: + 421 257 272 232E-MAIL TO: monica.jones@fleming.events

OR FAX: + 421 255 644 490

Client Identification details(Please complete form IN CAPITAL LETTERS for each client)

Ms Mrs Mr Surname:

Name:

Job Title:

Email:

Ms Mrs Mr Surname:

Name:

Job Title:

Email:

Ms Mrs Mr Surname:

Name:

Job Title:

Email:

Company/Organisation details

Name:

VAT Number: (VAT No. for EU members / Tax Number for non-EU members)

Contact person:

Email:

Address:

City:

Country:

Phone:

Nature of business:

Website:

Payment MethodPlease debit my

Visa Eurocard / Mastercard Amex Diners club

Card Billing Address:

Street:

City: Post/Zip Code

Card Holder´s Name:

Card Holder´s Signature:

Card Number:

Visa CVC Number or Eurocard/Mastercard CVV Number or Amex DBC

3 or 4 digit code on the back or front of the card

Valid from Expiry Date

I agree to Fleming Events, s.r.o. debiting my card.

Authorization and Acceptance of Sales Contract & Terms & ConditionsI hereby declare I am authorised to sign this contract and terms & conditions in the name of the company/organisation:

Name:

Date:

Signature: Booking is invalid without a signature

Agreed Price of the Service

€ 1098

€ 899

Industry Professional

Early Bird Offerper delegate

per delegatevalid until 26th January, 2018

code:BAFc305M

€ 3099Solution Providerper delegate