Webinar „Future-Proofing Credit Risk: Adapting to Market and Regulatory Shifts“
Managing and mitigating credit risk requires agile strategies that anticipate market trends and regulatory change. Mazars and Quantifi invite you this webinar on how to future-proof credit risk by adapting to market and regulatory shifts.
Amid persistent complexity, many firms are realising that new approaches are required to navigate current conditions and to spot potential opportunities. This webinar will explore the key considerations and strategies firms must employ to ensure the resilience of their credit risk management, focusing on the interplay between the trading book and banking book, credit risk management frameworks, and the influence of regulatory developments.
Agenda
- Credit risk in trading book vs. banking book
- Credit risk management framework
- Regulatory developments
- Q&A
Speakers, including
- Arthur Laichtman, Managing Director & CRO, Americas, Nomura
- Irina Ursachi, Senior Manager, Mazars in Germany
- Dmitry Pugachevsky, Director of Research, Quantifi