WG IFRS 9 #3/2016: Modelling Point-in-time PDs for IFRS 9 / CECL

March 29, 2016 @ 4:00 pm - 5:00 pm UTC+1

Dr. Scott Aguais and Dr Larry Forrest on their advanced PIT-TTC methodology for estimating lifetime PD for IFRS9/CECL.

Dr. Aguais is a former board member of Global Credit Data and has worked with both RBS and Barclays implementing credit risk models.

Contact person:

Daniela Thakkar

Location:

Webex call

Details

Date:: March 29, 2016
Time:: 4:00 pm - 5:00 pm UTC+1

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WG IFRS 9 #3/2016: Modelling Point-in-time PDs for IFRS 9 / CECL

March 29, 2016 @ 4:00 pm - 5:00 pm UTC+1

Details

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