The congress covered areas related to stress testing and credit risk modeling and validation, such as the IFRS 9, Basel III, TRIM and other regulations, and was attended by organizations such as the EBA (European Banking Authority), Credit Suisse, UniCredit, etc.
Management Solutions’ presentation, delivered by Javier Calvo, was entitled "Model Risk Management in the context of TRIM" and presented the Firm’s experience in Model Risk Management within the context of the European Central Bank’s TRIM project for the targeted review of internal models.
