A fresh take on risk and valuation

Participation is free but registration is required

Finalyse Banking Seminar

29 January

14:30-18:30. Detailed agenda to be announced soon.

Address: Vijzelstraat 77-3, 1017 HG Amsterdam

Join industry experts for a focused discussion on key regulatory challenges in banking. The seminar features 2 panel discussions of three experienced professionals, moderated to ensure a dynamic and interactive session.

Audience participation is encouraged to foster engaging and practical dialogue. Enjoy a networking lunch during the break.

 

The seminar will cover two main topics:

1. Recent developments in credit risk modelling

  • What are the opportunities and constraints associated with the upcoming 2025 update of the ECB Guide to Internal Models?
  • How can challenges in modelling and validating low default portfolios (LDP) be effectively addressed?
  • What are the best practices for developing and validating IFRS 9 models and macroeconomic models?­­

 

2. Shaping the future of banking with ML/AI

  • What role will AI/ML play in shaping the future competitive landscape of banking?
  • How can regulators and financial institutions collaborate to create an environment that balances innovation with accountability?
  • What cultural and organizational shifts are needed to fully integrate ML teams into the core strategy of banks?

 

Panelists

Neena Thakur
AI Leader | GEN AI Expert at ABN Amro
Aydin Senaydin
Risk And Pricing Data Science Manager at ING
Katarina Ocokoljic
Head of Model Risk at NatWest
Gunes Sari
Methodology Stream Lead IFRS 9 and Stress Test Models at RaboBank
Laurent Van Malderen
Risk Manager at Crelan
Jeroen Wevers
Head of Credit Risk Model Validation at ING

Moderators

Can Soypak
Partner at Finalyse, Event Master and Moderator
Nemanja Djajic
Managing Consultant at Finalyse, Moderator