Risk magazine is proud to introduce its 7th annual Credit Risk Summit

Credit Risk Summit 2010 will examine the impact of proposed regulatory changes and recent market events, such as the European sovereign debt crisis, and how you can best model and manage credit risk exposure in the light of such events.

The 2 stream format for the event will allow you to tailor the event to your own needs and interests. There will also be a seperately bookable post-conference seminar which will take place the day after on the 15th October.

Key issues to be addressed include:

• Assessing proposed regulatory changes, including Basel III and reform of the derivatives market
• Examining the impact of the European sovereign debt crisis
• Modelling sovereign default risk
• Strategies for improving CVA systems
• OIS discounting: derivatives pricing and collateral agreements
• Increasing transparency in loan accounting:loan-loss provisioning and fair value accounting
• Stress testing, scenario analysis and sensitivity testing
• Integrating credit, market and liquidity risk modelling
• Modelling right and wrong way exposure
• Maximising capital efficiency through active credit portfolio management
• Assessing the future for the securitisation market

Attending this year's event will provide you with the perfect opportunity to discuss best practice with your peers and talk face-to-face with key regulators to have all of your questions answered. As well as take away practical steps that you implement straight away and improve business proformance.