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

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