The IFRS 9 Expected Credit Loss Modelling MasterClass is dedicated to the field of modelling requirements from IFRS 9, the EBA Stresstest-Methodology.
Topics
- How to combine the hedge accounting model and 3 Stage Provisions in IFRS 9
- Most frequent application issues of IFRS 9
- Best Practice from the Supervisory Discussions with European Banks
- How to prepare for and integrate the diverse requirements and guidelines on ECL modelling
- Alignment of IFRS Requirements and EBA-IRB-Guidelines
- New Basel IV and IFRS 9 requirements in a model context
- Run EBA-Stress Test on IFRS 9 data
Who should Attend
Senior attendees with responsibilities in:
- Balance Sheet Management
- Asset/Liability Management
- Capital Management
- Bank & Country Risk
- Compliance
- Capital Modeling
- Credit Portfolio Management
- Counterparty Credit Risk
- FI Risk Management
- Credit Research
- Funds Transfer Pricing
- Funding Risk
- Portfolio Strategy
- Interest Rate Risk
- Quantitative Analysts
- Prudential Policy
- Risk Control
- Risk Analysis
- Risk Methods
- Risk Integration
- Risk Modelling
- Risk Model Development
- Stress Testing
- Risk Strategy
- Various Risk professionals in related Risk functions from Financial Institutions across the Globe
- Supervision/Regulation
