BP Subcommittee #1/2018
BP Subcommittee #1/2018 Contact person:Hale Tatar Location:Webex call
12 events found.
Events
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PD Subcommittee #1/2018: Mapping and PD buckets
Main focus: Mapping and PD buckets Location:Webex call
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WG IFRS 9 #1/2018: Discussion results IFRS 9 Benchmarking study 2017
Dear WG IFRS 9 members , The year 2018 has started and we kindly invite you to our next WG meeting on FEBRUARY 1st, 2018 at 3pm CET / 9am EST to discuss the results of our “IFRS 9 benchmarking study 2017” (see attached) and to get your input on the way forward in this working group. Many of our member banks have disclosed in the meantime their IFRS 9 numbers, some are currently working on the final disclosures. For you directly involved in modelling, the differences in risk estimates between banks (as shown in our study) is not surprising. Various industry organizations have analyzed in the last years the variability of methodologies present in the regulatory models, resulting in intensive regulatory exercises (e.g. in Europe: EBABenchmarking exercise, TRIM, …). Provisioning models require a life-time perspective, multiple scenarios, stage allocation (for IFRS 9), … and therefore an even greater diversity is expected. In 2017, GCD has been invited on numerous occasions to present to regulators on the variability of methodologies (BCBS Task Force ECL modelling in October 2017, Three-way-meeting organized by IIF in December 2017 and Meeting with Bank of England in January 2018). GCD is also one of the first organizations in the world with a quantitative study on those differences – fully designed and setup together with its members. As you […]
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Methcom meeting #2/2018
Methcom meeting #2/2018 Location:Webex call
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BP Subcommittee #2/2018
BP Subcommittee #2/2018 Contact person:Hale Tatar Location:Webex call
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LGD Subcommittee #1/2018
LGD Subcommittee #1/2018 Contact person:Riette Dijkstra Location:Webex call
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PD Subcommittee #2/2018: Mapping PD buckets
Dear all, thank you again to those who have been part of the PD Methcom subcommittee last week. We hereby invite you to our next PD subcommittee meeting on February 22nd at 3pm CET = 9am EST. Please find the agenda attached. Main focus of the meeting will be the continued discussion on the mapping as well as to discuss changes in the data output structure for H1/2018. Please note the meeting in your agenda. You can use the link below (just click on it and the meeting is in your agenda). Looking forward to speak to you soon again. Best regards Daniela //////////////////////////////////// PD Methcom Subcommittee Thursday, February 22, 2018 3:00 pm | Europe Time (Amsterdam, GMT+01:00) | 1 hr Meeting number (access code): 957 844 215 Meeting password: iceberg Link to add the meeting in your agenda: https://pecdc.webex.com/pecdc/j.php?MTID=m632a8f175680dd838e8a26927b324ba3 Link to join the meeting: https://pecdc.webex.com/pecdc/j.php?MTID=mb7a707c532d71385fd6e9f9033aeefac Join by phone +1 631 267 4890 USA/Canada toll +31 20794 7996 Netherlands toll Global Call-in numbers: https://pecdc.webex.com/pecdc/globalcallin.php?serviceType=MC&ED=556661322&tollFree=0 Location:Webex call Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/02/agenda_pd_subcommittee_february_22nd_2018.pdf
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General Meeting of Members February 2018
The Board of Global Credit Data hereby gives notice to members of a General Meeting to be held on 28 February 2018 at 1400 Central European Time. The meeting is to be held electronically, as allowed under Article 32a of the Articles of Association. The business to be discussed at the meeting shall include: GCD half yearly report and fee structure Approval of “Corporate Bank Loan LGD Report” for publication Delegation of Hiring Decision for Executive Director from GMM to Board Delegates of Members wishing to put forward further items for discussion at this meeting are requested to contact me or the Executive Director as soon as possible. If the above remains as the agenda then we anticipate a meeting of approximately 1 hour. The annual General Meeting of GCM members to decide on the annual report and accounts and the 2019 budget and to elect board members will be held as usual in early June 2018. In order to pass resolutions, GCD needs at least 50% of members to attend or vote at the meeting and needs a >50% majority of votes in favour of any resolution. Members not wishing or able to attend are requested to register their […]
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BP H12018 Submission Webinar – Part 1 – Name Benchmarking (Recording available)
Webinar to guide participant banks on the H1 2018 changes on the input structure. Part #1 - Name Benchmarking Submission Webinar Thursday, March 8, 2018 | 10:00 am Eastern Standard Time (GMT-05:00) | 30 minutes PLAY RECORDING (19 min 4 sec) https://pecdc.webex.com/pecdc/lsr.php?RCID=f84f8478768340c5828cda0c0d646602 Webinar Agenda: Documentation updates in H1 2018 and accessing files on the new website. Updated version of the Central List. Release Notes for H1 2018. Portal Submission Process Submission Timelines. Contact person:Hale Tatar Location:Webex call
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BP H12018 Submission Webinar – Part 2 – Cluster Benchmarking (Recording available)
Webinar to guide participant banks on the H1 2018 changes on the input structure. Part #2 - Cluster Benchmarking Submission Webinar Thursday, March 8, 2018 | 10:30 am Eastern Standard Time (GMT-05:00) | 30 minutes PLAY RECORDING (19 min 41 sec) https://pecdc.webex.com/pecdc/lsr.php?RCID=f57032d7a4a84be6a2510c14fc488ea6 Webinar Agenda: Documentation updates in H1 2018 and accessing files on the new website. Release Notes for H1 2018. Portal Submission Process Submission Timelines. Contact person:Hale Tatar
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PD Subcommittee #3/2018: Kick-off submission process
Kick-of Submission process (see attached material) Location:Webex call
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WG IFRS 9 #2/2018: Approval of final templates for IFRS 9 Benchmarking study 2018
Dear members of the IFRS 9 working group, in the last weeks, I had with many of you calls on the IFRS 9 Benchmarking study H1/2018 , including how to further develop the IFRS 9 Benchmarking study. For those, we are interested in joining the study this summer (timeline to deliver the templates: June 30th, 2018) I kindly invite you to a final call to discuss and approve the templates for this round. Important note to EBA-regulated banks: Next to benchmarking the ECL under the “own scenario set” and under “the common scenario”, we aim to integrate a benchmarking of the hypothetical portfolio under stress, based on the stress scenarios of the EBA stresstest 2018. Happy to hear if you have any special considerations on this subject. Other changes in comparison with the templates of last year: Mortgage section further elaborated Credit card portfolio included Banks & Non-bank Financial Companies included Additional countries Stage Allocation (Stage 1 to Stage 2 movement) further elaborated I will explain everything in the meeting next Monday. Please use the link below to book the meeting in your agenda. I will also send around minutes and the final templates after the call. In case of any questions or special […]