Future of internal models: IRB vs Standardised approach

As regulatory frameworks continue to evolve, financial institutions are reassessing their approach to credit risk modelling—balancing the use of IRB approaches with standardised models, while increasingly exploring the potential of advanced modelling techniques.

This shift reflects growing regulatory expectations, rapid technological developments, and the need for robust, forward-looking risk practices that can support both compliance and strategic decision-making.

In this one-hour webinar, we will explore the key trends shaping the future of credit risk modelling, with a particular focus on:

• The balance between IRB and the standardised approach
• The adoption and value of advanced modelling techniques
• Specific challenges in modelling low-default portfolios
• The role of external data in enhancing model performance
• How changes in regulatory capital approaches impact IFRS 9

The session will feature a keynote speech by a representative of the European Central Bank, followed by a panel discussion with experts from leading European banks.

This hybrid event will take place in person at at our Madrid office building, with the option to join online. It is designed for professionals working in risk management, quantification, and credit risk modelling who are navigating the evolving landscape of regulatory and modelling practices.