- This event has passed.
3rd Edition Credit Risk Modelling under IFRS9
June 16, 2016 - June 17, 2016
Practical examples of the changes to models in advance of the 2018 deadline
This marcus evans conference is the only event exclusively for credit risk modellers and brings together the industry to address the increasingly urgent problem of how credit risk modelling functions should be managing the implications of IFRS 9. Detailed, practical case studies will show delegates what modelling approaches they should be using and how they can tackle the complexities involved. Attendees will also have the opportunity to compare experiences and approaches to the various definitions involved such as ‘significant deterioration’ and understand how their peers are applying them.
- Gain insight into the evolving guidance and standards coming from regulators pertaining to IFRS9
- Understand how best to move from IRB to IFRS9 standards
- See practical examples of lifetime expected loss modelling
- Benchmark the emerging new standards for models and assess their impact