Pre-conference training

We will guide you through in-house banking functionality and technology, design and implementation considerations and challenges, and the strategic options of deploying an in-house bank. During the training, several practical use cases will be addressed, as well as expected innovations in this era of digitalization.

Gain a practical understanding of AI’s impact on risk management in banking. The session begins with an introduction to AI concepts and progresses into two focused areas:

Credit Risk

• Benchmarking analysis to compare the performance of AI models with statistical models in PD estimation.
• Approach to explain and interpret the outcomes of the Machine
• Learning models (i.e., why the ML models are not necessarily a black box).
• Illustration of how the results of the ML explainability analysis can be used in credit risk management (model development, model validation and discussions with regulators)

Financial Crime Prevention

• Introduction to text mining
• Illustration of how AI can be used to classify historical Anti-Money
• Laundering alerts, paving the way towards development of more advanced and efficient models.

This training will focus on strengthening banks’ resilience to ESG risks. Drawing on examples from leading banks, we will cover key aspects of ESG risk management, including risk identification and assessment, governance and risk appetite, and the integration of ESG into business strategy, risk models, and risk management processes.
We will also explore evolving ESG regulations and their impact on banks’ lending practices, providing insights into potential future developments.

Join us for networking drinks after the pre-conference trainings. This is a chance to connect with other participants, and trainers in an informal setting before the Financial Performance Conference begins.