Banking Risk and Regulatory Roundtable

Agenda and topics

• AQR methodology by work-block

• Post IFRS9 adaptation of ECB’s AQR methodology

• Lessons learned from ECB’s AQR

• Applying the AQR methodology outside of the Eurozone – Case study of Bulgarian AQR in 2016

• Readiness KIT for AQR
     Data Integrity Tape/Validation
      Loan File Preparation/Review
      Collateral Valuation
      Collective Provisioning Challenger Model

• Organizational readiness for the AQR
    Internal PMO team
    Work-team per department
    Preparing the RMs

Who should participate to this event? 

The roundtable will be of particular interest to Chief Financial Officers, Chief Information Officers, Chief Risk Officers, Head of Audit and internal audit and risk management specialists.