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X-WR-CALDESC:Events for Global Credit Data
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DTSTART:20161030T010000
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DTSTART;TZID=Europe/Paris:20170221T150000
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DTSTAMP:20261114T040107
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SUMMARY:WG IFRS 9 #4/2017: ECL for reverse repo / stock borrowing and derivative collateral assets
DESCRIPTION:WG meeting with the following agenda: \na. Treatment of reverse repos / stock borrowing transactions: What is the lifetime of these transactions\, what are methods applied to calculate ECL\nb. 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? \n \nContact person: \nDaniela Thakkar  \nLocation: \nWebex call
URL:https://globalcreditdata.org/events/wg-42017-ecl-for-reverse-repo-stock-borrowing-and-derivative-collateral-assets/
CATEGORIES:WG IFRS 9 / CECL impairment models
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