2nd Annual BUCF Banking Forum

Internal Models: The rapidly evolving landscape for SSM banks

2 November 2016

Following last year’s event on the Supervisory Review and Evaluation Process (SREP), Deloitte would like to bring to your attention the 2nd Annual Banking Union Centre in Frankfurt (BUCF) Banking Forum.

This year’s event will focus on the evolving landscape of internal models for Single Supervisory Mechanism (SSM) banks. The event will be held in Frankfurt on Wednesday 2 November 2016.

Capital adequacy is a priority for the ECB and will continue to be for the coming years. In an effort to assess compliance, identify issues, and understand best practice surrounding capital adequacy, the ECB has committed to undertake a review of significant SSM banks’ internal models (Targeted Review of Internal Models - TRIM). The TRIM exercise is expected to have a considerable impact on credit, market and counterparty credit risk models, as well as corporate governance.

During the event, we will examine the key regulatory and supervisory challenges faced by banks in the SSM in relation to internal models. We will also examine future requirements and expectations, including from the Basel Committee and the European Commision's forthcoming package on changes to bank capital requirements.

The event will bring together senior executives from many of the banks directly supervised by the SSM. As with last year, we will welcome senior regulators and practitioners to present, including from the EBA and ECB.

The format for the event will encourage debate and discussion in each of the sessions. There will also be opportunities during breakouts to continue those conversations, providing you with the chance to hear from senior representatives of the leading authorities, as well as to network with peer banks across the SSM.


The agenda for the day will cover:

  • Progress of the ECB’s TRIM exercise, and the broader perspective of the ECB on internal models; 
  • State of play on the EBA’s work on the future of the IRB approach;
  • Practical considerations for the interlinkages between Pillar I credit risk models with stress testing, IFRS 9 and Pillar II models; and
  • Industry perspectives on what these changes mean for business models and strategies.

Who should attend?

The event will be of interest to:

  • Chief Risk Officers (CRO) or Chief Financial Officers (CFO);
  • Heads of Risk, Finance, Treasury, Model Development and Model Validation, Regulation or Compliance; 
  • Other senior practitioners at significant SSM banks with responsibility for management, development and application of internal risk models.

Venue and Timings

2 November 2016

The event is scheduled to start at 14:00, followed by networking drinks from 18:00.

Frankfurt am Main, Germany