WG IFRS 9 / CECL impairment models

WG meeting which gives insight on how GCD data can be used in life-time expected loss modelling.  Focus point: CCF modelling , Modelling systemic risk movements Contact person:Daniela Thakkar Location:Webex call

Jack de Leeuw, Head of Credit Risk Measurement from NATIONAL AUSTRALIA BANK, on the experience of being an early adopter of the IFRS 9 standard.  The presentation covers his and his banks’ view on the following topics:  1. Forward looking considerations for IFRS9 implementation 2. PIT PD versus Regulatory PD models 3. Comparative view of IFRS9 and IAS9 use Contact person:Daniela Thakkar Location:Webex call