Roundtable:  The AQR methodology

Events

Roundtable: The AQR methodology

Deloitte Romania is delighted to invite you to Banking Risk and Regulatory Roundtable, organised on May 17th at 9.30am at Deloitte premises, 4-8 Nicolae Titulescu Road, East Entrance, 2nd Floor, District 1, Bucharest.

Agenda

  • 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

Speakers

  • Dimitrios Goranitis – Partner – Financial Services Industry Risk and Regulatory Leader,  Central Europe
  • Laura Toni – Senior Manager – Financial Services Industry Risk and Regulatory, Deloitte Romania
  • Elena Grigore – Senior Manager – Financial Services Industry Risk and Regulatory, Deloitte Romania
  • Andrada Tanase – Manager – Financial Services Industry Risk and Regulatory, Deloitte Romania

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.

Participation to this event is free of charge and access is granted by invitation and registration only

Contact

Dimitrios Goranitis

Dimitrios Goranitis

Risk and Regulatory Advisory Partner

Dimitrios Goranitis is Financial Services Industry Risk and Regulatory Advisory Partner in Deloitte Romania. Dimitrios is leading Deloitte’s risk service offering in Central Europe focusing on banking... More