IRB Hot topics - Webinar 2: Overview & discussion of focal points for 2025 скачать в хорошем качестве

IRB Hot topics - Webinar 2: Overview & discussion of focal points for 2025

The regulatory landscape for IRB models is rapidly evolving, With the expected ECB's Guide for Internal Models 2025, reinforced expectations are shaping how banks must approach risk modelling and regulatory compliance. Modelling in low-default portfolios (LDPs) shall deserve special attention from our side. At the same time, banks face growing regulatory scrutiny on climate and environmental (C&E) risks. After several years of strong investment in both IRB and IFRS 9 modelling frameworks, many banks are rethinking on potential synergies that should be built as well as in ensuring consistency across the different risk parameters. This Webinar covers: (1) Evolving IRB requirements in 2025 in what concerns modelling in the context of LDPs (2) Integrating C&E factors into risk parametres (3) Integration of IFRS 9 and IRB: divergence vs. convergence For more information please contact: Kaan Aksel Partner, PwC Europe Credit Risk Modelling Lead PwC Germany kaan.aksel@pwc.com Luis Filipe Barbosa Partner, PwC Europe Credit risk Modelling & RWA Lead PwC Portugal luis.filipe.barbosa@pwc.com Jose Diogo Beirao Director, FS Risk & Reg - Risk Modelling & Analytics PwC Portugal jose.diogo.beirao@pwc.com Ozan Özmen Manager, Credit Risk Modelling PwC Germany ozan.oezmen@pwc.com