European Conference Frankfurt June 2017
Global Credit Data's European conference 2017 was hosted by KfW and took place on the 26th and 27th of June 2017 in Frankfurt, Germany. Contact person:Riette Dijkstra (riette.dijkstra@globalcreditdata.org)
12 events found.
Events
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WG IFRS 9 #9/2017: Kick-off IFRS 9 Benchmarking study 2017
Dear WG members, please find attached the material for tomorrow’s working group meeting (log-in details below). TOMORROW WE HAVE OUR FINAL CALL TO DECIDE AND KICK-OFF THE IFRS 9 BENCHMARKING STUDY. The call will guide in detail through the template and takes up all your last remarks in terms of template, timelines and process. After the call, I will ask you to let me know whether you will be able to participate in the study and which parts you intend to fill in. Note: based on the feedback of members , we have adjusted the “common scenario” in comparison with the latest proposal we have sent out. In the common scenario we will ask you to use your ACTUAL values for your macro-economic drivers as of YE 2012 to YE 2016. This proposal reduces for you both workload as well as the level of assumptions needed to be made when calculating the ECL. We truly believe that – by means of this study – we have provided you now with an excellent tool to benchmark your ECL methodology for your major wholesale portfolios as well as the retail mortgage portfolio. It is up to you to use this chance now. I am at your service to answer further questions and connect you to your peers. Best regards Daniela ////////// […]
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LGD Subcommittee #7/2017
LGD Subcommittee #7/2017 Contact person:Riette Dijkstra Location:Webex call
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PD Subcommittee #5/2017: Experiences Audit & Aggregation Process
Main focus: Audit & Aggregation Process Location:Webex call
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South African Member Meeting July 2017
We kindly invite our South African members to join our Regional Conference in Johannesburg. The purpose of the conference is to inform about the most recent developments within GCD to share knowledge on how member banks use our data to discuss relevant regional topics with respect to credit risk modelling to gather your input for future developments of our data model Interested non-members as well as Academics can join on invitation only. Contact person:Daniela Thakkar Location:Johannesburg (exact location to be decided) Aganda:https://www.globalcreditdata.org/wp-content/uploads/2017/05/agenda_southafricanconference_20170724.pdf
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LGD Subcommittee #8/2017
LGD Subcommittee #8/2017 Contact person:Riette Dijkstra Location:Webex call
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PD Subcommittee #6/2017: North American Segmentation
Main focus: North American Segmentation Location:Webex call
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WG Val #6/2017: Assessing the accuracy of Default Probabilities per rating grade while taking into account sensitivity to time
Presentation by ING to the WG Location:Webex call
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North American Conference New York September 2017
GCD's North American conference in 2017 was hosted by Credit Suisse. Please find attached the Agenda and the Material. Contact person:Hale Tatar Location:New York , USA Aganda:https://www.globalcreditdata.org/wp-content/uploads/2018/01/agenda_gcd_conference_2017_nyc.pdf
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LGD Subcommittee #9/2017
LGD Subcommittee #3/2017 Contact person:Riette Dijkstra Location:Webex call
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WG IFRS 9 #10/2017: Preparation BCBS TFP meeting
Dear all, I would like to invite to our next WG meeting on THURSDAY, OCTOBER 5th at 1500 CEST. The purpose of the meeting is to present and get your input on the slide deck which we will presented at a meeting of the BCBS Task Force Provisioning on October 10th, 2017. The BCBS TFP is currently working on policy options for the longer-term regulatory treatment of provisions under the Basel framework and is especially interested in “the variety of methodologies and calibration issues” being considered by banks. The BCBS TFP has heard about our working group through a webinar which we recently gave to US Banks starting up with their CECL implementation. They also got to know about our planned IFRS 9 benchmarking study. Note, GCD is not a lobbying organization (and we are not asked to lobby nor share data) but to present and educate the Task Force on the variety of methodologies which are out there when it comes to IFRS 9 impairment modelling. The results of our 2016 survey plus some high-level analytics will be part of that slide deck. We had asked the survey participants to use the survey results earlier and we have not received any negative answers to that. Hope to speak to you in the meeting. Best regards Daniela P.S. Reminder: The […]
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BP Subcommittee #1/2017
BP Subcommittee #1/2017 Contact person:Hale Tatar Location:Webex call