Real-time Credit Risk Management in Banking

In a dynamic and highly competitive business environment combined with waves of major regulatory changes introduced by APRA, are banks geared up with the right risk management capability to face the below challenges that lie ahead?

• Timely implementation of major regulatory changes such as BASEL IV.
• Ability to update models / scenarios to reflect changing macro-economic environment e.g. unexpected lockdowns, shift in consumer demand and expectations
• Addressing increased granular data collection requirements by the regulator e.g. ARS-220 Credit Quality reporting to APRA
• Addressing the need for speed and agility to model risk and assess impact – moving from monthly analysis and decision making to weekly and daily

In this session, we take a look at how technological advances are completely reshaping risk management in banking. We will demonstrate how real-time risk management solutions can address your BASEL IV and wider credit risk needs.

Tune into this session if you are:

• A Risk analyst or risk manager faced with managing AASB9 provisioning or Credit, Liquidity, Market, Interest Rate Risk, Operational Risk
• A Regulatory reporting professional looking to address upcoming requirements from APRA
• A Project professional charged with looking at developing strategic solution for risk management and regulatory reporting
• Anyone interested in seeing the future of risk management in banking!