Scott Aguais, Larry Forrest and Gaurav Chawla present on the challenges of expect loss modelling under IFRS 9.
Focus: Convexity and correlation effects in expected credit loss modelling, which ultimately also impacts the number and types of scenario’s for IFRS 9 / CECL implementation.
Scott Aguais is a former board member of Global Credit Data and has worked with both RBS and Barclays developing and implementing credit risk models.
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Webex call
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