- This event has passed.
Credit Risk Modelling for IFRS 9
April 18, 2016 - April 19, 2016
This GFMI conference will give delegates practical demonstrations of how industry leaders are developing and implementing the models required for IFRS 9. Detailed case studies will demonstrate the most effective ways of tackling some of the practical issues around implementation such as setting up and running IFRS 9 projects, stakeholder management between the risk and finance functions, and determining the approach to take to your models. Attendees will also learn how their peers are defining some of the key terms and parameters around IFRS 9, ensuring they are on the same page as other key players when it comes to the three bucket approach and lifetime expected loss. In-depth presentations will show how major banks have been able to embed macroeconomic overlays in their models and master point in time modelling, giving delegates valuable guidance on how to approach these mathematically tricky concepts.
Start: April 18, 2016
End: April 19, 2016
Organizer: Marcus Evans
Venue: Venue to be confirmed, Singapore