Approaches to IFRS 9 & Credit Risk Management Frankfurt
Following great feedback in London, our IFRS9 training course is coming to Frankfurt this November to provide delegates with best practice, practical advice from leading industry practitioners.
This course is designed for anyone working in IFRS9 implementation or credit risk management who would like to hear best practice advice from various financial institutions. Some of the key sessions include governance, hedge accounting and stress testing under IFRS9.
What will you learn?
- The main challenges and operational impacts arising from IFRS9 implementation
- Best practice approaches to governance of IFRS9
- A new or greater understanding of hedge accounting
- Various stress testing methodologies
- How regulators have assessed implementation so far and how IFRS9 interacts with other regulations
Who Should Attend?
Relevant departments may include but are not limited to:
- Credit Risk
- Risk Steering
- Hedge Accounting
- Risk Modelling
- Internal Audit
- Stress Testing
IFRS Specialist, Enforcement
Austrian Financial Market Authority (FMA)
Ingrid Nemetz is an IFRS 9 Expert in the Accounting Team of the Austrian Financial Market Authority (FMA). She participates in working groups of EBA, ESMA and ECB.
Before joining the Financial Market Authority, she worked as accounting expert and lead of the IFRS team of a bank, focused on projects for implementing new standards (e.g. IFRS 7, IFRS 9), supervisory financial reporting, accounting policies for new products and supported stress testing from an accounting and regulatory perspective.
Head of Value-at-Risk and Pricing Models
Deutsche Bank - DB PFK AG - Postbank
Jan-Philipp Hoffmann was studying mathematics and economics at University of Göttingen and received his PhD in mathematics in 2004.
Afterwards he joined the pricing model validation and market risk methodology team at LBBW. In 2010 he joined Postbank, a Deutsche Bank subsidiary, where he is heading the team developing pricing models and value-at-risk methodology.
Under his responsibility credit, market and operational risk models are defined and implemented as well as pricing and expected credit loss impairment methodology is developed.
Head of Economic Capital Methods
Raiffeisen Bank international AG
Since 2013 working for Raiffeisen Bank International; since 2015 heading the Economic Capital Methods team within the Risk Methods & Analytics department; main responsibilities: IFRS 9, EBA Stress Testing, Risk Modelling in the areas of credit, macro and operational risks.
Senior Manager | Financial Services Risk Consulting
Javier Calvo Martín
Javier Calvo Martín is a partner at Management Solutions (MS). He currently leads MS’ office in Germany and is responsible for the relationship with the European Central Bank and the Public Sector industry. During his career, he has led or reviewed a number of projects in global and domestic systemically important financial institutions in the Eurozone and the USA, especially focusing on:
- Model risk management
- Credit risk IRB & IFRS 9 and operational risk (AMA) models development and validation
- Stress testing for internal and regulatory/supervisory processes, such as ICAAP, SREP, CCAR and EBA/ECB exercises
- Economic capital modelling
- Risk organisation and governance, and risk appetite
He also leads Management Solutions’ Research and Development function and co-leads operations in France.
He holds a B.Sc. in Mathematics by the Universidad Autónoma de Madrid in 2001, a Maîtrise en Ingénierie Mathématique equivalent through an Erasmus scholarship by the Université Pierre et Marie Curie (Paris 6) in 2001, and postgraduate courses in Mathematical Foundations of Computing by Universidad Politécnica de Madrid in 2002.
Dr. Carsten Dahremöller
Model Risk & Validation, Group Risk Control