WG Val #4/2017 Validation of LGD models for Retail & Corporate Portfolios
Working Group presentation by Danske Bank Agenda Validation scope Validation approach LGD validation Contact person:Nina Brumma Location:Webex
Working Group presentation by Danske Bank Agenda Validation scope Validation approach LGD validation Contact person:Nina Brumma Location:Webex
LGD Subcommittee #5/2017 Location:Webex call
Main focus: DIscussion new data return format Contact person:Daniela Thakkar Location:Webex call
WG meeting to discuss our proposal of an IFRS 9 quantitative benchmarking study. The idea originated from one of our member banks and can be performed by GCD provided we have enough member support. Contact person:Daniela Thakkar Location:Webex call
Working Group presentation by ANZ Agenda Executive Summary Fitness for Purpose Model Performance Indicator (MPI) Model Performance of Core Model Data Quality & Population Stability Staging Assessment / SICR Conceptual Soundness & Model Design Assurance of Operational Integrity Appendix – BCBS Guidance on Model Validation – Principles 1 & 5 Contact person:Nina Brumma Location:Webex
LGD Subcommittee #6/2017 Location:Webex call
Dear members of the WG , please find attached the material for our call on Thursday. Note: We have set the time according to the time zone of the speaker. For those we cannot join the meeting: we will record the meeting and send around the link afterwards. Please feel free to come back to me with any questions. Best regards Daniela ////////////////// WG IFRS 9: Validation framework for IFRS 9 models Thursday, May 4, 2017 10:00 am | Europe Summer Time (Berlin, GMT+02:00) | 1 hr Meeting number (access code): 950 607 253 Meeting password: iceberg When its time, start up your meeting: https://pecdc.webex.com/pecdc/j.php?MTID=m8eee659196c1de705f4f2d54c2215dfe Join by phone +44-203-478-5289 Call-in toll number (UK) +1 631 267 4890 USA/Canada toll Global call-in numbers: https://pecdc.webex.com/pecdc/globalcallin.php?serviceType=MC&ED=512421972&tollFree=0 Location:Webex call
Now I make some formatiing BIG LETTERS Kop 2 Contact person:Daniela Thakkar
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Main focus: Experiences Submission cycle H1/2017 Location:Webex call