WG IFRS 9 #8/2016: From Basel II credit models to IFRS 9 provisions

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. . Contact person:Daniela Thakkar Location:Webex call