WG IFRS 9 #4/2017: ECL for reverse repo / stock borrowing and derivative collateral assets

February 21, 2017 @ 3:00 pm - 4:00 pm UTC+1

WG meeting with the following agenda:
a. Treatment of reverse repos / stock borrowing transactions: What is the lifetime of these transactions, what are methods applied to calculate ECL
b. Cash collateral assets (mainly initial margin balances for derivatives) – do banks calculate ECL on this, what methods are applied, what is the lifetime of these positions?

Contact person:

Daniela Thakkar

Location:

Webex call

Details

Date:: February 21, 2017
Time:: 3:00 pm - 4:00 pm UTC+1
Event Category:: WG IFRS 9 / CECL impairment models

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WG IFRS 9 #4/2017: ECL for reverse repo / stock borrowing and derivative collateral assets

February 21, 2017 @ 3:00 pm - 4:00 pm UTC+1

Details

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